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Factorization methods for discrete sequential estimation. (English) Zbl 0372.93001
Mathematics in Science and Engineering. Vol. 128. New York - San Francisco - London: Academic Press. XVI, 241 p. $ 19.00; £13.00 (1977).

MSC:
93-01 Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory
93E10 Estimation and detection in stochastic control theory
15B48 Positive matrices and their generalizations; cones of matrices
65F30 Other matrix algorithms (MSC2010)