Linear and nonlinear filtering for scientists and engineers, by Nasir U. Ahmed
Jordan Stoyanov · International Journal of Stochastic Analysis · 2000
About 40 years have passed since R. E. Kalman and R. S. Bucy have published their first articles on estimation problems for random signals based on observations of other stochastic processes.Although their models were only linear and Gaussian, their ideas and types of results obtained were so innovative that they received enormous attention from theoretical and applied scientists.Their work is still of