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Könyv Stochastic Processes, Estimation, and Control Jason L. SpeyerWalter H. Chung

Stochastic Processes, Estimation, and Control

Szerző: Jason L. SpeyerWalter H. Chung
Nyelv: Angol
Kötés: Puha kötésű
Kiadó: Society for Industrial and Applied Mathematics
Elérhetőség: 50 % esély
Keressük az egész világon
47 773 Ft
A comprehensive treatment of stochastic systems beginning with the foundations of probability and en...

Információk a könyvről

Szerző
Jason L. SpeyerWalter H. Chung
Nyelv
Angol
Kötés
Könyv - Puha kötésű
Kiadva
2008
oldal
397
EAN
9780898716559
ISBN
0898716551
Enbook ID
02050217
Kiadó
Society for Industrial and Applied Mathematics
Súly
71
Méretek
178 x 253 x 20

Teljes leírás

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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