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Discrete-time stochastic systems : estimation and control

Author: Torsten Söderström
Publisher: New York : Springer, 2002.
Series: Advanced textbooks in control and signal processing.
Edition/Format:   Print book : English : 2nd edView all editions and formats
Summary:

This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition includes improved and updated material,  Read more...

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Material Type: Internet resource
Document Type: Book, Internet Resource
All Authors / Contributors: Torsten Söderström
ISBN: 1852336498 9781852336493
OCLC Number: 49704953
Description: xxi, 375 pages ; 24 cm.
Contents: 1. Introduction --
2. Some Probability Theory --
3. Models --
4. Analysis --
5. Optimal Estimation --
6. Optimal State Estimation for Linear Systems --
7. Optimal Estimation for Linear Systems by Polynomial Methods --
8. Illustration of Optimal Linear Estimation --
9. Nonlinear Filtering --
10. Introduction to Optimal Stochastic Control --
11. Linear Quadratic Gaussian Control.
Series Title: Advanced textbooks in control and signal processing.
Responsibility: T. Söderström.
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