عنوان

Stochastic processes, estimation, and control /

(Number (ISBN

0898716551

(Number (ISBN

9780898716559

Number

b704696

Title Proper

Stochastic processes, estimation, and control /

General Material Designation

[Book]

First Statement of Responsibility

Jason L. Speyer, Walter H. Chung.

Edition Statement

1st ed.

Place of Publication, Distribution, etc.

Philadelphia :

Name of Publisher, Distributor, etc.

Society for Industrial and Applied Mathematics,

Date of Publication, Distribution, etc.

©2008.

Specific Material Designation and Extent of Item

xiv, 383 pages :

Other Physical Details

illustrations (some color) ;

Dimensions

26 cm.

Series Title

Advances in design and control ;

Volume Designation

17

Text of Note

Includes bibliographical references (pages 377-380) and index.

Text of Note

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.

0

Text of Note

"The authors provide a comprehensive treatment of stochastic systems from the foundations of probability to stochastic optimal control. The book covers discrete- and continuous-time stochastic dynamic systems leading to the derivation of the Kalman filter, its properties, and its relation to the frequency domain Wiener filter aswell as the dynamic programming derivation of the linear quadratic Gaussian (LQG) and the linear exponential Gaussian (LEG) controllers and their relation to H[subscript 2] and H[subscript [infinity]] controllers and system robustness." "This book is suitable for first-year graduate students in electrical, mechanical, chemical, and aerospace engineering specializing in systems and control. Students in computer science, economics, and possibly business will also find it useful."--Jacket.

Control theory.

Estimation theory.

Stochastic processes.

Control theory.

Estimation theory.

Schätztheorie.

Schätztheorie.

Stochastic processes.

Stochastische Kontrolltheorie.

Stochastische Kontrolltheorie.

Stochastischer Prozess.

Stochastischer Prozess.

Number

Edition

Class number

Book number

Class number

Class number

System Code

System Code

Speyer, Jason Lee.

Chung, Walter H.,1968-

Date of Transaction

20201207200854.0

Electronic name

[Book]

Y