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, (Philadelphia :) Physical details: xiv, 383 p. : ill. (some col.) ; 26 cm. ISBN:9780898716559. Year: 2008Includes 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.
There are no comments for this item.