Stochastic processes, estimation, and control-(E-BOOK) Jason L. Speyer, Walter H. Chung.
Series: Advances in design and control ; 17Publisher: Philadelphia : Society for Industrial and Applied Mathematics, c2008Edition: 1st edDescription: xiv, 383 p. : ill. (some col.) ; 26 cmISBN: 9780898716559Subject(s): Control theory | Estimation theory | Stochastic processes | E-BOOKDDC classification: 519.2/3 Online resources: Contributor biographical information | Publisher description | Table of contents only
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.
| Item type | Current location | Home library | Collection | Call number | URL | Status | Date due | Barcode | Item holds |
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Book
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Military College of Signals (MCS) | Military College of Signals (MCS) | NFIC | 519.23 SPE (Browse shelf) | Link to resource | Available | MCSEB-775 |
Total holds: 0
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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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