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Systemtheorie für stochastische Prozesse : statistische Grundlagen, Systemdynamik, Kalman Filter.
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Adaptive algorithms and stochastic approximations.
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Optimization of stochastic systems : topics in discrete-time dynamics /
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Rekursive Parameteridentifikationsalgorithmen für stochastische nichtlineare Systeme /
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Jakoby, W.
1987
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Stochastische Grundlagen des Kalman Bucy-Filters : Wahrscheinlichkeitsrechnung und Zufallsprozesse /
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