Stochastic Processes, Estimation, and Control

Stochastic Processes, Estimation, and Control
Author :
Publisher : SIAM
Total Pages : 391
Release :
ISBN-10 : 9780898716559
ISBN-13 : 0898716551
Rating : 4/5 (59 Downloads)

Book Synopsis Stochastic Processes, Estimation, and Control by : Jason L. Speyer

Download or read book Stochastic Processes, Estimation, and Control written by Jason L. Speyer and published by SIAM. This book was released on 2008-11-06 with total page 391 pages. Available in PDF, EPUB and Kindle. Book excerpt: The authors provide a comprehensive treatment of stochastic systems from the foundations of probability to stochastic optimal control. The book covers discrete- and continuous-time stochastic dynamic systems leading to the derivation of the Kalman filter, its properties, and its relation to the frequency domain Wiener filter aswell as the dynamic programming derivation of the linear quadratic Gaussian (LQG) and the linear exponential Gaussian (LEG) controllers and their relation to HÝsubscript 2¨ and HÝsubscript Ýinfinity¨¨ controllers and system robustness. This book is suitable for first-year graduate students in electrical, mechanical, chemical, and aerospace engineering specializing in systems and control. Students in computer science, economics, and possibly business will also find it useful.


Stochastic Processes, Estimation, and Control Related Books

Stochastic Processes, Estimation, and Control
Language: en
Pages: 391
Authors: Jason L. Speyer
Categories: Mathematics
Type: BOOK - Published: 2008-11-06 - Publisher: SIAM

DOWNLOAD EBOOK

The authors provide a comprehensive treatment of stochastic systems from the foundations of probability to stochastic optimal control. The book covers discrete-
Stochastic Systems
Language: en
Pages: 371
Authors: P. R. Kumar
Categories: Mathematics
Type: BOOK - Published: 2015-12-15 - Publisher: SIAM

DOWNLOAD EBOOK

Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engin
Stochastic Processes, Finance And Control: A Festschrift In Honor Of Robert J Elliott
Language: en
Pages: 605
Authors: Samuel N Cohen
Categories: Mathematics
Type: BOOK - Published: 2012-08-10 - Publisher: World Scientific

DOWNLOAD EBOOK

This book consists of a series of new, peer-reviewed papers in stochastic processes, analysis, filtering and control, with particular emphasis on mathematical f
Discrete-time Stochastic Systems
Language: en
Pages: 410
Authors: Torsten Söderström
Categories: Mathematics
Type: BOOK - Published: 2002-07-26 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition inc
Stochastic Processes, Estimation, and Control
Language: en
Pages: 256
Authors: George N. Saridis
Categories: Mathematics
Type: BOOK - Published: 1995-04-03 - Publisher: Wiley-Interscience

DOWNLOAD EBOOK

In this, the first introductory book on stochastic processes in twenty years, leading theoretician George Saridis provides a modern innovative approach that app