Speyer, Jason Lee.
Stochastic processes, estimation, and control / Jason L. Speyer, Walter H. Chung. - 1st ed. - Philadelphia : Society for Industrial and Applied Mathematics, c2008. - xiv, 383 p. : ill. (some col.) ; 26 cm. - Advances in design and control ; 17 .
Includes bibliographical references (p. 377-380) and index.
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.
9780898716559
2008022483
Stochastic processes.
Estimation theory.
Control theory.
QA274 / .S655 2008
519.2/3
Stochastic processes, estimation, and control / Jason L. Speyer, Walter H. Chung. - 1st ed. - Philadelphia : Society for Industrial and Applied Mathematics, c2008. - xiv, 383 p. : ill. (some col.) ; 26 cm. - Advances in design and control ; 17 .
Includes bibliographical references (p. 377-380) and index.
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.
9780898716559
2008022483
Stochastic processes.
Estimation theory.
Control theory.
QA274 / .S655 2008
519.2/3