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عنوان
Stochastic processes, estimation, and control

پدید آورنده
/ Jason L. Speyer, Walter H. Chung

موضوع
Stochastic processes.,Estimation theory.,Control theory.

رده
QA
274
.
S655
2008

کتابخانه
Library of Campus2 Colleges of Engineering of Tehran University

محل استقرار
استان: Tehran ـ شهر: Tehran

Library of Campus2 Colleges of Engineering of Tehran University

تماس با کتابخانه : 88225387-021

INTERNATIONAL STANDARD BOOK NUMBER

(Number (ISBN
9780898716559

NATIONAL BIBLIOGRAPHY NUMBER

Country Code
IR
Number
333203

LANGUAGE OF THE ITEM

.Language of Text, Soundtrack etc
انگلیسی

COUNTRY OF PUBLICATION OR PRODUCTlON

Country of publication
IR

TITLE AND STATEMENT OF RESPONSIBILITY

Title Proper
Stochastic processes, estimation, and control
General Material Designation
[Book]
First Statement of Responsibility
/ Jason L. Speyer, Walter H. Chung

EDITION STATEMENT

Edition Statement
1st ed.

.PUBLICATION, DISTRIBUTION, ETC

Place of Publication, Distribution, etc.
Philadelphia :
Name of Publisher, Distributor, etc.
: Society for Industrial and Applied Mathematics,
Date of Publication, Distribution, etc.
, c2008.

PHYSICAL DESCRIPTION

Specific Material Designation and Extent of Item
xiv, 383 p.
Other Physical Details
:ill. (some col.)
Dimensions
;26 cm.

GENERAL NOTES

Text of Note
English

INTERNAL BIBLIOGRAPHIES/INDEXES NOTE

Text of Note
Includes bibliographical references (p. 377-380) and index.

CONTENTS NOTE

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.

TOPICAL NAME USED AS SUBJECT

Stochastic processes.
Estimation theory.
Control theory.

LIBRARY OF CONGRESS CLASSIFICATION

Class number
QA
274
Book number
.
S655
2008

PERSONAL NAME - PRIMARY RESPONSIBILITY

Speyer, Jason Lee.

PERSONAL NAME - SECONDARY RESPONSIBILITY

Chung, Walter H.,, 1968-

ORIGINATING SOURCE

Country
Iran
Agency
University of Tehran. Library of Technical Camp 2

Old cataloging

p

BL
1

Y

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