Stochastic processes, estimation, and control /
by Speyer, Jason Lee.
Series: Advances in design and control ; . 17 Edition statement:1st ed. Published by : Society for Industrial and Applied Mathematics, | PHI Learning, (Philadelphia : | New Delhi:) Physical details: xiv, 383 p. : ill. ; 26 cm. ISBN:9780898716559; 9788120346826. Year: 2008| Item type | Current location | Call number | Status | Date due | Barcode |
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Books
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University of Sargodha-Central Library | 519.23 SPS (Browse shelf) | Available | 96232 |
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| 519.20246213 GAP Probability and random processes for electrical engineering / | 519.20246213 GAP Probability and random processes for electrical engineering / | 519.20246213 LEP Probability and random processes for electrical engineering / | 519.23 SPS Stochastic processes, estimation, and control / | 519.232 KET Time-series | 519.282 ALS Simulation modeling and analysis with Arena / | 519.285 HAM Mastering MATLAB 7 / |
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.
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