The First Edition emphasized continuous-time random processes. The Second Edition includes a comprehensive development of linear estimation of discrete-time random processes leading to discrete-time Wiener and Kalman filters. A brief introduction to Bayesian estimation of non-Ga…
The First Edition emphasized continuous-time random processes. The Second Edition includes a comprehensive development of linear estimation of discrete-time random processes leading to discrete-time Wiener and Kalman filters. A brief introduction to Bayesian estimation of non-Ga…