Lindquist, Anders.

Linear stochastic systems: a geometric approach to modeling, estimation and identification/ Anders Lindquist, Giorgio Picci. - xv, 783 pages; 24 cm. - Series in Contemporary Mathematics; volume 1 . - Series in contemporary mathematics; 1. .

Includes bibliographical references (pages 761-774) and index.

3662457490 9783662457498 9783662526187

2015936904


Stochastic systems
Discrete-time systems.
Linear systems.

519.2 / L747l