LIBROS DEL AUTOR: r s bucy

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  • Lectures on Discrete Time Filtering
    R.S. Bucy
    The theory of linear discrete time filtering started with a paper by Kol­ mogorov in 1941. He addressed the problem for stationary random se­ quences and introduced the idea of the innovations process, which is a useful tool for the more general problems considered here. The reader may object and note that Gauss discovered least squares much earlier; ...
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