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R. E. Kalman, R. S. Bucy (1961)
New results in linear filtering and prediction theoryTrans. ASME, Ser. D., J. Basic Eng., 83
T. Kailath (1974)
A view of three decades of linear filtering theoryIEEE Trans. Inf. Theory, 20
R. Kálmán, R. Bucy (1961)
New Results in Linear Filtering and Prediction TheoryJournal of Basic Engineering, 83
Acta Applicandae Muthematicae I, (1983) 203 Book Review Michiel Hazewinkel and Jan C. Willems leds.), Stochastic Systems: The Mathematics ofFilterin 9 and Identification and Applications, D. Reidel, Dordrecht, 1981, xii + 663 pp., $69.50 tapprox.t, Dfl. 160. This volume has been edited as the Proceedings of the NATO Advanced Study Institute held at Les Arcs, Savoie, France, June 22-July 5, 1980. It is devoted to filtering, identification, adaptive control and their applications. The strong points of this volume are: (it all the papers are well organized in a coherent manner, as they were at the conference; namely tutorial material comes first, then reviews and surveys, and finally research papers are presented. Indeed, this book is interesting, not only for advanced researchers, but also for a person who is not so familiar with the fields discussed here, and even for beginners. (ill The book covers a wide range of problems in stochastic systems. The topics chosen are, of course, current ones, and they continue to cross-fertilize each other. This may be seen as the reader progresses the chapters. The editors are kind enough, however, to put a 'Leitfaden' at the beginning of the volume to show the relationships between the
Acta Applicandae Mathematicae – Springer Journals
Published: May 1, 2004
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