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Stochastic Processes, Estimation, and Control

Jezik EngleskiEngleski
Knjiga Meki uvez
Knjiga Stochastic Processes, Estimation, and Control Jason L. SpeyerWalter H. Chung
Libristo kod: 02050217
Nakladnici Society for Industrial and Applied Mathematics, listopad 2008
A comprehensive treatment of stochastic systems beginning with the foundations of probability and en... Cijeli opis
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A comprehensive treatment of stochastic systems beginning with the foundations of probability and ending with stochastic optimal control. The book divides into three interrelated topics. First, the concepts of probability theory, random variables and stochastic processes are presented, which leads easily to expectation, conditional expectation, and discrete time estimation and the Kalman filter. With this background, stochastic calculus and continuous-time estimation are introduced. Finally, dynamic programming for both discrete-time and continuous-time systems leads to the solution of optimal stochastic control problems resulting in controllers with significant practical application. This book will be valuable to first year graduate students studying systems and control, as well as professionals in this field.

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Informacije o knjizi

Puni naziv Stochastic Processes, Estimation, and Control
Autor Jason L. SpeyerWalter H. Chung
Jezik Engleski
Uvez Knjiga - Meki uvez
Datum izdanja 2008
Broj stranica 397
EAN 9780898716559
ISBN 0898716551
Libristo kod 02050217
Nakladnici Society for Industrial and Applied Mathematics
Težina 71
Dimenzije 178 x 253 x 20

Kategorija

Mathematics & Science > Mathematics > Calculus & mathematical analysis > Numerical analysis
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
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