AMS Chelsea Publishing 1987; 217 pp; hardcover Volume: 326 Reprint/Revision History: reprinted 2005 ISBN10: 0821837826 ISBN13: 9780821837825 List Price: US$37 Member Price: US$33.30 Order Code: CHEL/326.H
 This second edition preserves the original text of 1968, with clarification and added references. From the Preface to the Second Edition: "Since the First Edition of this book, numerous important results have appearedin particular stochastic integrals with respect to martingales, random fields, Riccati equation theory and realization of nonlinear filters, to name a few. In Appendix D, an attempt is made to provide some of the references that the authors have found useful and to comment on the relation of the cited references to the field ... [W]e hope that this new edition will have the effect of hastening the day when the nonlinear filter will enjoy the same popularity in applications as the linear filter does now." Table of Contents Part I. Theory  Ordinary differential equations and stability
 Random processes and stochastic models
 Observability and controllability
 Filtering theory
 Global theory of filtering
 Stochastic stability
 Optimal filtering for correlated noise processes
 Approximate optimal nonlinear filtering
 Optimum filtering for discrete time random processes
 Stochastic control
 Open questions and historical comments
Part II. Applications  Application to navigation
 Applications of filter theory and modeling techniques
 Free flight and powered flight navigation
 Error analyses and suboptimal modeling
 Errors in the filtering process
 Appendix A. Least squares curve fitting
 Appendix B. Probability review
 References
 Appendix C. The Riccati equation and its bounds
 Appendix D. Further references
 Index
