First published in France in 2005 by Hermes Science/Lavoisier entitled "Processus stochastiques discrets et filtrages optimaux"

First published in Great Britain and the United States in 2007 by ISTE Ltd

Apart from any fair dealing for the purposes of research or private study, or criticism or review, as permitted under the Copyright, Designs and Patents Act 1988, this publication may only be reproduced, stored or transmitted, in any form or by any means, with the prior permission in writing of the publishers, or in the case of reprographic reproduction in accordance with the terms and licenses issued by the CLA. Enquiries concerning reproduction outside these terms should be sent to the publishers at the undermentioned address:

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LAVOISIER, 2005

The rights of Jean-Claude Bertein and Roger Ceschi to be identified as the authors of this work have been asserted by them in accordance with the Copyright, Designs and Patents Act 1988.

Library of Congress Cataloging-in-Publication Data

Bertein, Jean-Claude.
[Processus stochastiques discrets et filtrages optimaux. English]
Discrete stochastic processes and optimal filtering/Jean-Claude Bertein, Roger Ceschi.
p. cm.
Includes index.
"First published in France in 2005 by Hermes Science/Lavoisier entitled 'Processus stochastiques discrets et filtrages optimaux'."

1. Signal processing Mathematics. 2. Digital filters (Mathematics) 3. Stochastic processes.
I. Ceschi, Roger. II. Title.
TK5102.9.B465 2007
621.382 ?2 dc22

2007009433

British Library Cataloguing-in-Publication Data
A CIP...