[PDF.26fo] Linear Stochastic Control Systems (Probability and Stochastics Series)

Linear Stochastic Control Systems (Probability and Stochastics Series)

[PDF.su52] Linear Stochastic Control Systems (Probability and Stochastics Series)

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 | #6559929 in Books |  CRC Press |  1995-07-12 | Ingredients: Example Ingredients | Original language:English | PDF # 1 |  9.61 x1.01 x6.47l,1.65 | File type: PDF | 400 pages

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||From the Back Cover|This textbook presents a systematic treatment of these basic subjects as well as related issues, such as stochastic stability and parameter identification. It is an outgrowth of the authors' many years of teaching linear stochastic control sy

Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Both continuous-time and discrete-time systems are thoroughly covered.
Reviews of the modern probability and random processes theories and the Itô stochastic differential equations are provided. Discrete-time stochastic systems theory, optimal estimation and Kalman filtering, and optimal stochastic control ...

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