Publication:3791983
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zbMath0647.60049MaRDI QIDQ3791983
Publication date: 1986
dynamical systems; Fourier analysis; Ergodicity; Stochastic calculus; first course on random processes; graduate-level engineering and science students; Minimum-mean-squared-error estimation
62M09: Non-Markovian processes: estimation
93E11: Filtering in stochastic control theory
60-01: Introductory exposition (textbooks, tutorial papers, etc.) pertaining to probability theory
60G35: Signal detection and filtering (aspects of stochastic processes)
60K99: Special processes
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