TY  - BOOK
AU  - Jason L. Speyer
AU  -  Walter H. Chung
TI  - Stochastic processes, estimation, and control
T2  - Advances in Design and Control
SN  - 9781611971958
AV  - QA274.S 
PY  - 2008///]
CY  - Philadelphia
PB  - SIAM
N1  - 1. Probability Theory
2. Random Variables and Stochastic Processes
3. Conditional Expectations and Discrete-Time Kalman Filtering
4. Least Squares, the Orthogonal Projection Lemma, and Discrete-Time Kalman Filtering
5. Stochastic Processes and Stochastic Calculus
6. Continuous-Time Gauss—Markov Systems: Continuous-Time Kalman Filter, Stationarity, Power Spectral Density, and the Wiener Filter
7. The Extended Kalman Filter
8. A Selection of Results from Estimation Theory
9. Stochastic Control and the Linear Quadratic Gaussian Control Problem
10. Linear Exponential Gaussian Control and Estimation
ER  -