Brown, Robert Grover. <br/><br/>
Introduction to random signals and applied Kalman filtering /  Robert Grover Brown,  

 - 2nd ed. /  Robert Grover Brown, Patrick Y.C. Hwang. 
 - New York :  J. Wiley,  c1992. 
 - x, 502 p. :  ill. ;  26 cm. +  1 computer disk (3 1/2 in.) 
<br/><br/>Probability and Random Variables (Page-1), Mathematical Description of Random Signals (Page-78), Response of Linear Systems to Random Inputs (Page-137),Wiener Filtering (Page-171), The Discrete Kalman Filter (Page-210), Applications and Additional Topics on Discrete Kalman Filter (Page-253),The Continuous Kalman Filter (Page-298), Discrete Smoothing and Prediction (Page-330),Linearization and Additional Topics on Applied Kalman Filter (Page-356), 
<br/><br/><label>ISBN: </label>0471525731 (acid-free) 
<br/><br/><label>LCCN: </label>91021354 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Kalman filtering.<br/>Telecommunication engineering
<br/><br/><label>Dewey Class. No.: </label>621.3822,BRO