Linear Stochastic Systems with Constant Coefficients A Statistical Approach

Signal Processing for Control (Lecture Notes in Control and Information Sciences, 79)

Introduction to State-variable Analysis

Linear Stochastic Systems A Geometric Approach to Modeling, Estimation and Identification

The Bayesian Choice: A Decision-Theoretic Motivation

Signal Processing: Signals, Filtering, and Detection (Van Nostrand Reinhold Electrical/Computer Science and Engineering Series)

Statistics of Random Processes II. Applications (Applications of Mathematics, 6)

Stochastic Dynamic Properties of Linear Econometric Models (Lecture Notes in Economics and Mathematical Systems, 182)

Topics in Stochastic Systems: Modelling, Estimation and Adaptive Control

Time Series and Linear Systems (Lecture Notes in Control and Information Sciences, 86)

Computer Algorithms for Solving Linear Algebraic Equations: The State of the Art (NATO ASI Series / Computer and Systems Sciences)

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