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Stochastic processes, estimation, and control

By: Speyer, Jason Lee.
Contributor(s): Chung, Walter H 1968-.
Material type: materialTypeLabelBookSeries: Advances in design and control ; 17.Publisher: Philadelphia : Society for Industrial and Applied Mathematics, c2008Edition: 1st ed.Description: xiv, 383 p. : ill. (some col.) ; 26 cm.ISBN: 9780898716559; 9788120346826.Subject(s): Stochastic processes | Estimation theory | Control theoryOnline resources: Table of contents only | Publisher description | Contributor biographical information
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.
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Item type Current location Collection Call number Status Date due Barcode Item holds
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Mathematics 519.23 SPE-S (Browse shelf) Available 003353
Total holds: 0
Browsing IIITD Shelves , Shelving location: General Stacks , Collection code: Mathematics Close shelf browser
519.207 SPI-P Schaum's outline of theory and problems of Probability and statistics 519.22 LEF-A Applied stochastic processes 519.23 GAL-S Stochastic processes : 519.23 SPE-S Stochastic processes, estimation, and control 519.3 BIN-G Game theory : 519.3 CHA-C A course on cooperative game theory 519.3 CON-O On numbers and games

Includes bibliographical references (p. 377-380) and index.

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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