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Stochastic processes, estimation, and control

By: Contributor(s): Material type: TextTextSeries: Advances in design and control ; 17Publication details: Philadelphia : Society for Industrial and Applied Mathematics, c2008.Edition: 1st edDescription: xiv, 383 p. : ill. (some col.) ; 26 cmISBN:
  • 9780898716559
  • 9788120346826
Subject(s): DDC classification:
  • 519.23 22 SPE-S
LOC classification:
  • QA274 .S655 2008
Online resources:
Contents:
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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Holdings
Item type Current library Collection Call number Status Date due Barcode Item holds
Books Books IIITD General Stacks Mathematics 519.23 SPE-S (Browse shelf(Opens below)) Available 003353
Total holds: 0

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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