Stochastic Processes Estimation and Control is popular PDF and ePub book, written by Jason L. Speyer in 2008-11-06, it is a fantastic choice for those who relish reading online the Mathematics genre. Let's immerse ourselves in this engaging Mathematics book by exploring the summary and details provided below. Remember, Stochastic Processes Estimation and Control can be Read Online from any device for your convenience.
Stochastic Processes Estimation and Control Book PDF Summary
The authors provide a comprehensive treatment of stochastic systems from the foundations of probability to stochastic optimal control. The book covers discrete- and continuous-time stochastic dynamic systems leading to the derivation of the Kalman filter, its properties, and its relation to the frequency domain Wiener filter aswell as the dynamic programming derivation of the linear quadratic Gaussian (LQG) and the linear exponential Gaussian (LEG) controllers and their relation to HÝsubscript 2¨ and HÝsubscript Ýinfinity¨¨ controllers and system robustness. This book is suitable for first-year graduate students in electrical, mechanical, chemical, and aerospace engineering specializing in systems and control. Students in computer science, economics, and possibly business will also find it useful.
Detail Book of Stochastic Processes Estimation and Control PDF
- Author : Jason L. Speyer
- Release : 06 November 2008
- Publisher : SIAM
- ISBN : 9780898716559
- Genre : Mathematics
- Total Page : 391 pages
- Language : English
- PDF File Size : 14,8 Mb
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