Discrete-time Stochastic Systems: Estimation and Control
Torsten Söderström
I am grateful to Emad AbdElBady, Richard Abrahamsson, Bharath Bhikkaji, Hong Cui, Mats Ekman, Kjartan Halvorsen, Bengt Johansson, Erik K. Larsson, Kaushik Mahata, Hans Norlander and Erik Ohlander for numerous valuable comments.