Stochastic processes, estimation, and control
By: Speyer, Jason Lee.
Contributor(s): Chung, Walter H.Material type: BookSeries: 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
|Item type||Current location||Collection||Call number||Status||Date due||Barcode||Item holds|
|Books||IIITD General Stacks||Mathematics||519.23 SPE-S (Browse shelf)||Available||003353|
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|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.