Davis, M. H. A. Linear estimation and stochastic control. (English) Zbl 0437.60001 Chapman and Hall Mathematics Series. A Halsted Press Book. London: Chapman and Hall. New York: John Wiley & Sons. XII, 224 p. hbk: £9.00; pbk: £5.95 (1977). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 110 Documents MSC: 60-02 Research exposition (monographs, survey articles) pertaining to probability theory 60G35 Signal detection and filtering (aspects of stochastic processes) 93E11 Filtering in stochastic control theory 93E20 Optimal stochastic control Keywords:stochastic systems; statistics of random processes; stochastic control; filtering formulas; innovations process PDF BibTeX XML OpenURL