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πŸ“

Linear Estimation and Stochastic Control

✍ 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

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✦ Synopsis


Book by M.H.A. DAVIS

✦ 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.

✦ Subjects


Stochastic control theory;Estimation theory;Commande, Théorie de la;Estimation, Théorie de l';Processus stochastiques;Lineare Schätztheorie;Stochastische Kontrolltheorie


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