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: Volume 2
โ Scribed by Peter S. Maybeck (Eds.)
- Publisher
- Academic Press, Elsevier
- Year
- 1982
- Leaves
- 297
- Series
- Mathematics in Science and Engineering 141, Part 2
- 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-xii
Notation
Pages xiii-xvi
Chapter 8 Optimal smoothing
Pages 1-22
Chapter 9 Compensation of linear model inadequacies
Pages 23-67
Chapter 10 Parameter uncertainties and adaptive estimation
Pages 68-158
Chapter 11 Nonlinear stochastic system models
Pages 159-211
Chapter 12 Nonlinear estimation
Pages 212-271
Index
Pages 273-289
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)