000 02060cam a22003614a 4500
001 15303186
005 20240501020003.0
008 080522s2008 paua b 001 0 eng
010 _a 2008022483
020 _a9780898716559
020 _a9788120346826
040 _aDLC
_cDLC
_dDLC
050 0 0 _aQA274
_b.S655 2008
082 0 0 _a519.23
_222
_bSPE-S
100 1 _aSpeyer, Jason Lee.
245 1 0 _aStochastic processes, estimation, and control
_cJason L. Speyer, Walter H. Chung.
250 _a1st ed.
260 _aPhiladelphia :
_bSociety for Industrial and Applied Mathematics,
_cc2008.
300 _axiv, 383 p. :
_bill. (some col.) ;
_c26 cm.
490 0 _aAdvances in design and control ;
_v17
504 _aIncludes bibliographical references (p. 377-380) and index.
505 0 _aProbability 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.
650 0 _aStochastic processes.
650 0 _aEstimation theory.
650 0 _aControl theory.
700 1 _aChung, Walter H.,
_d1968-
856 4 1 _3Table of contents only
_uhttp://www.loc.gov/catdir/toc/ecip0819/2008022483.html
856 4 2 _3Publisher description
_uhttp://www.loc.gov/catdir/enhancements/fy0916/2008022483-d.html
856 4 2 _3Contributor biographical information
_uhttp://www.loc.gov/catdir/enhancements/fy0916/2008022483-b.html
906 _a7
_bcbc
_corignew
_d1
_eecip
_f20
_gy-gencatlg
942 _2ddc
_cBK
_03
999 _c9036
_d9036