Stochastic processes, estimation, and control
Title:
Stochastic processes, estimation, and control
Author:
Speyer, Jason Lee.
ISBN:
9780898716559
Personal Author:
Edition:
1st ed.
Publication Information:
Philadelphia : Society for Industrial and Applied Mathematics, c2008.
Physical Description:
xiv, 383 p. : ill. (some col.) ; 26 cm.
Series:
Advances in design and control ; 17
Advances in design and control ; DC17.
Contents:
Probability theory -- Random variables and stochastic processes -- Conditional expectations and discrete-time Kalman filtering -- Least squares, the orthogonal projection Lemma, and discrete-time Kalman filtering -- Stochastic processes and stochastic calculus -- Continuous-time Guass-Markov systems -- The extended Kalman filter -- A selection of results from estimation theory -- Stochastic control and linear quadratic Guassian control problem -- Linear exponential Guassian control and estimation.
Added Author:
Electronic Access:
KlappentextTable of contents only http://catdir.loc.gov/catdir/toc/ecip0819/2008022483.html
Publisher description http://www.loc.gov/catdir/enhancements/fy0916/2008022483-d.html
Contributor biographical information http://www.loc.gov/catdir/enhancements/fy0916/2008022483-b.html
Table of contents http://bvbr.bib-bvb.de:8991/F?func.service&doc_library.BVB01&doc_number.017548017&line_number.0001&func_code.DB_RECORDS&service_type.MEDIA