๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Stochastic processes, estimation, and control

โœ Scribed by Jason L. Speyer, Walter H. Chung

Book ID
127455314
Publisher
Society for Industrial and Applied Mathematics
Year
2008
Tongue
English
Weight
2 MB
Series
Advances in design and control 17
Edition
1st ed
Category
Library
City
Philadelphia
ISBN-13
9780898716559

No coin nor oath required. For personal study only.

โœฆ Synopsis

A comprehensive treatment of stochastic systems beginning with the foundations of probability and ending with stochastic optimal control. The book divides into three interrelated topics. First, the concepts of probability theory, random variables and stochastic processes are presented, which leads easily to expectation, conditional expectation, and discrete time estimation and the Kalman filter. With this background, stochastic calculus and continuous-time estimation are introduced. Finally, dynamic programming for both discrete-time and continuous-time systems leads to the solution of optimal stochastic control problems resulting in controllers with significant practical application. This book will be valuable to first year graduate students studying systems and control, as well as professionals in this field.

๐Ÿ“œ SIMILAR VOLUMES

Stochastic Processes: Estimation, Optimi
Stochastic Processes: Estimation, Optimization, and Analysis
โœ Kaddour Najim, Enso Ikonen, Ait-Kadi Daoud ๐Ÿ“‚ Library ๐Ÿ“… 2004 ๐Ÿ› Butterworth-Heinemann ๐ŸŒ English โš– 3 MB

For engineers dealing with stochastic processes and for students of automatic control and mechanical and electrical engineering, Najim (INP, Toulouse, France) Enso Ikonen (U. of Oulu, Finland) and Ait-Kadi Daoud (mechanical engineering, U. of Laval, Quebec) consider in turn stochastic processes, est