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Chui, C.K. and Chen, G. (1987) Kalman Filtering with Real-Time Applications. 2nd Edition, Springer-Verlag, New York.
http://dx.doi.org/10.1007/978-3-662-02508-6

has been cited by the following article:

• TITLE: Solution of Stochastic Non-Homogeneous Linear First-Order Difference Equations

  AUTHORS: Seifedine Kadry, Abdelkhalak El Hami

  KEYWORDS: Stochastic Linear Difference Equations, Random Variables, Closed Form Solution, Direct Transformation Technique

  JOURNAL NAME: Journal of Mathematical Finance, Vol.4 No.4, August 18, 2014

  ABSTRACT: In this paper, the closed form solution of the non-homogeneous linear first-order difference equation is given. The studied equation is in the form: xn = x0 + bn, where the initial value x0 and b, are random variables.