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Stochastic Processes and Filtering Theory

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Stochastic Processes and Filtering Theory - Jazwinski, Andrew H
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This unified treatment presents material previously available only in journals, and in terms accessible to engineering students. Although theory is emphasized, it discusses numerous practical applications as well. 1970 edition.

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Stochastic Processes and Filtering Theory 2007, Dover Publications, Mineola, NY

ISBN-13: 9780486462745

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