Aggoun, Lakhdar <br/><br/>
Measure theory and filtering :  introduction and applications / 
Lakhdar Aggoun, Robert J. Elliott 
 - Cambridge :  Cambridge Univ. Press,  2004 
 - 258 p. 
 - Cambridge series in statistical and probabilistic mathematics .
<br/><br/>Includes bibliographical references and index 
<br/><br/><label>ISBN: </label>0521838037 
<br/><br/><label>Subjects--Topical Terms: </label><br/>MEASURE THEORY<br/>KALMAN FILTERING
<br/><br/><label>LC Class. No.: </label>QA312  / A336M