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Book Categories |
| 1 | Introduction | 1 |
| 2 | Some Probability Theory | 7 |
| 3 | Models | 29 |
| 4 | Analysis | 59 |
| 5 | Optimal Estimation | 123 |
| 6 | Optimal State Estimation for Linear Systems | 137 |
| 7 | Optimal Estimation for Linear Systems by Polynomial Methods | 185 |
| 8 | Illustration of Optimal Linear Estimation | 223 |
| 9 | Nonlinear Filtering | 245 |
| 10 | Introduction to Optimal Stochastic Control | 297 |
| 11 | Linear Quadratic Gaussian Control | 319 |
| Answers to Selected Exercises | 367 | |
| Index | 373 |
| Price | Condition | Delivery | Seller | Action |
| $99.99 | Digital |
| WonderClub |
Scott Kessler
reviewed Discrete-Time Stochastic Systems: Estimation and Control on July 22, 2013
Discrete-Time Stochastic Systems: Estimation and Control
Easily one of the best books on the subject. This was amongst the first set of books that I read on computer science.
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Add Discrete-Time Stochastic Systems: Estimation and Control, Discrete-time Shastic Systems gives a comprehensive introduction to the estimation and control of dynamic shastic systems and provides complete derivations of key results such as the basic relations for Wiener filtering. The book covers both state-space m, Discrete-Time Stochastic Systems: Estimation and Control to the inventory that you are selling on WonderClubX
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Add Discrete-Time Stochastic Systems: Estimation and Control, Discrete-time Shastic Systems gives a comprehensive introduction to the estimation and control of dynamic shastic systems and provides complete derivations of key results such as the basic relations for Wiener filtering. The book covers both state-space m, Discrete-Time Stochastic Systems: Estimation and Control to your collection on WonderClub |