Stochastic Processes, Estimation, and Control (Advances in Design and Control)
โ Scribed by Jason L. Speyer, Walter H. Chung
- Publisher
- Society for Industrial and Applied Mathematic
- Year
- 2008
- Tongue
- English
- Leaves
- 399
- Category
- Library
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
This self-contained, practical, entry-level text integrates the basic principles of applied mathematics, applied probability, and computational science for a clear presentation of stochastic processes and control for jump-diffusions in continuous time. The author covers the important problem of cont
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)
Book by M.H.A. DAVIS