Screen LibraryStochastic processes, estimation, and control
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| Main Authors: | |
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| Group Author: | |
| Published: |
Society for Industrial and Applied Mathematics,
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| Publisher Address: | Philadelphia |
| Publication Dates: | c2008. |
| Literature type: | Book |
| Language: | English |
| Edition: | 1st ed. |
| Series: |
Advances in design and control ; 17 |
| Subjects: | |
| Carrier Form: | xiv, 383 p.: ill. (some col.) ; 26 cm. |
| ISBN: |
9780898716559 0898716551 |
| Index Number: | O211 |
| CLC: |
O211.6 O231 O211.67 |
| Call Number: | O211.6/S752 |
| Contents: |
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. |