Discrete Stochastic Processes and Optimal Filtering

First published in France in 2005 by Hermes Science/Lavoisier entitled “Processus stochastiques discrets et filtrages optimaux”First published in Great Britain and the United States in 2007 by ISTE Ltd

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The rights of Jean-Claude Bertein and Roger Ceschi to be identified as the authors of this work have been asserted by them in accordance with the Copyright, Designs and Patents Act 1988.

Library of Congress Cataloging-in-Publication Data

Bertein, Jean-Claude.  [Processus stochastiques discrets et filtrages optimaux. English]  Discrete stochastic processes and optimal filtering/Jean-Claude Bertein, Roger Ceschi.     p. cm.Includes index.“First published in France in 2005 by Hermes Science/Lavoisier entitled “Processus stochastiques discrets et filtrages optimaux”.”ISBN 978-1-905209-74-31. Signal processing--Mathematics. ...