Content

1.Overview

2.Deterministic least-squares problems

3.Stochastic least-squares problems

4.The innovations process

5.State-space models

6.Innocations for stationary processes

7.Wiener theory for scalar processes

8.Recursive wiener filtering

9.The kalman filter

10.Smoothed estimators

11.Fast algorithms

12.Array algorithms

13.Fast array algorithms

14 Asymptotic behavior

15 Duality and equivalence in estimation and control

16.Continuous -time state space estimation

17.A scattering theory appoach