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Stochastic Processes and Filtering TheoryThis unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, it discusses numerous practical applications as well. 1970 edition. Author: Andrew H. Jazwinski Publisher: Dover Publications Published: 11 12
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Stochastic Processes and Filtering Theory
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