1. J.L. Doob, Stochastic processes, Wiley, 1953.
2. I.C. Gohberg and I.A. Feldman, Convolution equations and projection methods for their solution, Transl. Math. Monographs, v. 41, AMS Publications, Providence, Rhode Island, 1974.
3. I. Gohberg and A. Semençul, On the inversion of finite Toeplitz matrices and their continual analogues, Math. Issled. 7:2, 201–223. (In Russian.)
4. I.M. Gelfand and N.Ya. Vilenkin, Generalized Functions, No. 4. Some Applications of Harmonic Analysis. Equipped Hilbert Spaces, Gosud. Izdat. Fiz.-Mat. Lit., Moscow, 1961 (Russian); translated as: Generalized Functions. Vol. 4: Applications of Harmonic Analysis, Academic Press, 1964.
5. T. Kailath, Lectures on Wiener and Kalman filtering, Springer Verlag, 1961.