Stochastic Systems: Estimation, Identification, and Adaptive Control. P.~R.~Kumar & P.~P.~Varaiya Prentice-Hall, Englewood Cliffs, NJ, 1986.
bibtex   
@Book{Kumar-book-86,
  Title                    = {Stochastic Systems: Estimation, Identification, and Adaptive Control},
  Author                   = {P.~R.~Kumar and P.~P.~Varaiya},
  Publisher                = {Prentice-Hall},
  Year                     = {1986},
  Address                  = {Englewood Cliffs, NJ}
}

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