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Discrete-time Stochastic Systems

Torsten Söderström




[PDF.do94] Discrete-time Stochastic Systems

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 | #5224492 in Books |  Springer |  2013-10-04 |  2013-10-04 | Original language:English | PDF # 1 |  9.25 x.91 x6.10l,1.32 | File type: PDF | 400 pages

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||From the Back Cover||Discrete-time Stochastic Systems gives a comprehensive introduction to the estimation and control of dynamic stochastic systems and provides complete derivations of key results such as the basic relations for Wiener filtering. The b

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, and a new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.



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