Recursive Estimation and Time-Series Analysis

This book has grown out of a set of lecture notes prepared originally for a NATO Summer School on "The Theory and Practice of Systems ModelLing and Identification" held between the 17th and 28th July, 1972 at the Ecole Nationale Superieure de L''Aeronautique et de L''Espace. Since this time I have given similar lecture courses in the Control Division of the Engineering Department, University of Ca...