Discrete-time Stochastic Systems

Released on by Torsten Söderström
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  • Discrete-time Stochastic Systems Book Detail

  • Author : Torsten Söderström
  • Release Date : 2002-07-26
  • Publisher : Springer Science & Business Media
  • Genre : Mathematics
  • Pages : 410
  • ISBN 13 : 9781852336493
  • File Size : 90,90 MB
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Discrete-time Stochastic Systems by Torsten Söderström PDF Summary

Book Description: This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition includes improved and updated material, and a new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.

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Discrete-time Stochastic Systems

Discrete-time Stochastic Systems

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This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition inc