Saberi, Ali, Stoorvogel, Anton A., Sannuti, Peddapullaiah
2007, XIV, 723 p.
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The book can be recommended to graduate students and researchers in filtering, signal processing and control. –Zentralblatt Math
"This book is about filtering of white noise and finite energy type signals for finite-dimensional linear time-invariant system models. … This book is written for a mathematically mature reader with background in state space, geometric theory and filtering at least at the first year graduate level in engineering or applied mathematics." (Edwin Engin Yaz, Mathematical Reviews, Issue 2007 j)
"This book presents a comprehensive study of filtering theory from an essentially structural perspective. … this book appears particularly suited to scholars, scientists, and researchers. … the authors also address graduate students and practicing engineers." (Elena Zattoni, International Journal of Robust and Nonlinear Control, Vol. 19, 2009)