Aggoun, Lakhdar

Measure theory and filtering : introduction with applications / Lakhdar Aggoun, Robert J. Elliott. - Cambridge, UK ; New York : Cambridge University Press, 2004. - x, 258 p. ; 26 cm. - Cambridge series in statistical and probabilistic mathematics . - Cambridge series on statistical and probabilistic mathematics. .

Includes bibliographical references (p. [255]-256) and index.

0521838037 (hardback)

2004040397


Measure theory.
Kalman filtering.

QA312 / .A34 2004

515.42 / AGG/M