Linear estimation and stochastic control. (English) Zbl 0437.60001

Chapman and Hall Mathematics Series. A Halsted Press Book. London: Chapman and Hall. New York: John Wiley & Sons. XII, 224 p. hbk: £9.00; pbk: £5.95 (1977).


60-02 Research exposition (monographs, survey articles) pertaining to probability theory
60G35 Signal detection and filtering (aspects of stochastic processes)
93E11 Filtering in stochastic control theory
93E20 Optimal stochastic control