Stochastic processes, estimation, and control
Material type:
- 9780898716559
- 9788120346826
- 519.23 22 SPE-S
- QA274 .S655 2008
Item type | Current library | Collection | Call number | Status | Date due | Barcode | Item holds |
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IIITD General Stacks | Mathematics | 519.23 SPE-S (Browse shelf(Opens below)) | Available | 003353 |
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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