Partially Observable Linear Systems Under Dependent Noises - Systems & Control: Foundations & Applications Softcover reprint of the original 1st ed. 2003 edition

This book discusses the methods of fighting against noise. It can be regarded as a mathematical view of specific engineering problems with known and new methods of control and estimation in noisy media.

From the reviews: "An excellent reference on the complete sets of equations for the optimal controls and for the optimal filters under wide band noises and shifted white noises and their possible application to navigation of spacecraft." --MATHEMATICAL REVIEWS