Andrew C. Harvey <br/><br/>
Forecasting, Structural Time Series Models and the Kalman Filter 

 -  Cambridge University Press  1990 
<br/><br/><label>ISBN: </label>9780521321969 
<br/><br/><label>Subjects--Topical Terms: </label><br/> General<br/> Probability & Statistics <br/>Kalman filtering.,Time-series analysis.<br/>MATHEMATICS