Liptser Books

Statistics Of Random Processes: II. Applications
Statistics Of Random Processes: II. Applications

By A . B., R. Sh Liptser, Aries, Robert S. Liptser, Robert S., Albert N., Shiryaev, Liptser

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The subject of these two volumes is non-linear filtering (prediction and smoothing) theory and its application to the problem of optimal estimation, control with incomplete data, information theory...

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