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)
Stochastic models, estimation, and control
โ Scribed by Peter S. Maybeck (Eds.)
- Publisher
- Academic Press, Elsevier
- Year
- 1979
- Leaves
- 432
- Series
- Mathematics in Science and Engineering 141, Part 1
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Table of Contents
Content:
Edited by
Page iii
Copyright page
Page iv
Dedication
Page v
Preface
Pages xi-xiii
Contents of Volume 2
Page xv
Notation
Pages xvii-xix
Chapter 1 Introduction
Pages 1-24
Chapter 2 Deterministic system models
Pages 25-58
Chapter 3 Probability theory and static models
Pages 59-132
Chapter 4 Stochastic processes and linear dynamic system models
Pages 133-202
Chapter 5 Optimal filtering with linear system models
Pages 203-288
Chapter 6 Design and performance analysis of Kalman filters
Pages 289-367
Chapter 7 Square root filtering
Pages 368-409
Index
Pages 411-423
๐ SIMILAR VOLUMES
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
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)