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Title: Poorly written book for the engineer. Might be useful for a mathemtician
Review: Let me be the first to slam this book as having little practical use. The author uses a very unconventional, inconsistent notation that renders this book virtually unreadable. This is coming from somebody who has taken various courses in probability/stochastic processes, system dynamics, controls, and Kalman filtering.The "theory" part in the title is dead on, but what about the "for the user" part? What user is this referring to, an ivory tower professor? Most of the problems at the end of each chapter begin with "prove", which in my opinion makes this a math book and not an engineering text. A practical example never surfaces in the text.
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