Jason L. Speyer
Stochastic processes, estimation, and control - Philadelphia : SIAM, [c2008] - 383 p - Advances in Design and Control .
1. Probability Theory
2. Random Variables and Stochastic Processes
3. Conditional Expectations and Discrete-Time Kalman Filtering
4. Least Squares, the Orthogonal Projection Lemma, and Discrete-Time Kalman Filtering
5. Stochastic Processes and Stochastic Calculus
6. Continuous-Time Gauss—Markov Systems: Continuous-Time Kalman Filter, Stationarity, Power Spectral Density, and the Wiener Filter
7. The Extended Kalman Filter
8. A Selection of Results from Estimation Theory
9. Stochastic Control and the Linear Quadratic Gaussian Control Problem
10. Linear Exponential Gaussian Control and Estimation
9781611971958
QA274.S
Stochastic processes, estimation, and control - Philadelphia : SIAM, [c2008] - 383 p - Advances in Design and Control .
1. Probability Theory
2. Random Variables and Stochastic Processes
3. Conditional Expectations and Discrete-Time Kalman Filtering
4. Least Squares, the Orthogonal Projection Lemma, and Discrete-Time Kalman Filtering
5. Stochastic Processes and Stochastic Calculus
6. Continuous-Time Gauss—Markov Systems: Continuous-Time Kalman Filter, Stationarity, Power Spectral Density, and the Wiener Filter
7. The Extended Kalman Filter
8. A Selection of Results from Estimation Theory
9. Stochastic Control and the Linear Quadratic Gaussian Control Problem
10. Linear Exponential Gaussian Control and Estimation
9781611971958
QA274.S