Stochastic processes, estimation, and control

By: Jason L. SpeyerContributor(s): Walter H. ChungMaterial type: TextTextSeries: Advances in Design and ControlPublication details: Philadelphia : SIAM, [c2008]Description: 383 pISBN: 9781611971958LOC classification: QA274.S
Contents:
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
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Item type Current library Collection Shelving location Call number Status Notes Date due Barcode Item holds
Book Book ICTS
Mathematic Rack No 5 QA274.S (Browse shelf (Opens below)) Available 7242446812 ; Dated: 01/03/2019 01876
Total holds: 0

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

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