307 m. Hazewifkl and 3. C. Wiliem; teds.). St ochastic Systems: TeotTtics of fRfet a " d~aIfon and Appilcatiofls. 307-350. Cmay Copyright 0 1981 by D. Reidel Publishing Company. 308 T. KAILATH Chandrasekhar and Krein-Levinson equations, which we shall only consider very briefly, providing detailed references for further reading. We shall conclude with a remark on a possible implication for nonlinear filtering. Our presentation is confined to continuous-time processes; a recent survey of the

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... rete-time case can be found in Kailath (1980) . In writing this chapter, it was a great help to have a carefully prepared preliminary reduction of the actual lectures, contributed by B. Hanzon, B. Ursin and D. Ocone. It is a pleasure also to thank M. Hazewinkel for these and several other organizational touches that made for an outstanding symposium.