Linear Estimation and Stochastic Control
β Scribed by M.H.A. Davis
- Publisher
- Chapman and Hall, Distributed in the U.S.A. by Halsted Press, Wiley;Chapman & Hall Ltd
- Year
- 1977
- Tongue
- English
- Leaves
- 238
- Series
- Chapman & Hall Mathematics Series
- Edition
- First Edition
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Synopsis
Book by M.H.A. DAVIS
β¦ Table of Contents
Content: Linear estimation theory. Hilbert space. Stochastic processes. Hilbert space. Othogonal increments processes. Linear stochastic control. Dynamic programming. Stochastic linear regulator. Separation principle.
β¦ Subjects
Stochastic control theory;Estimation theory;Commande, TheΜorie de la;Estimation, TheΜorie de l';Processus stochastiques;Lineare SchaΜtztheorie;Stochastische Kontrolltheorie
π SIMILAR VOLUMES
From Contents: Introduction; Deterministic System Models; Probability Theory and Static Models; Stochastic Processes and Linear Dynamic System Models; Optimal Filtering and Linear System Models; Design and Performance Analysis of Kalman Filters; Square Root Filtering. (Description by http-mart)