عنوان
پدید آورنده
موضوع
رده
QA 274 .S655 2008
QA
274
.
S655
2008
کتابخانه
محل استقرار
9780898716559
IR
333203
انگلیسی
IR
Stochastic processes, estimation, and control
[Book]
/ Jason L. Speyer, Walter H. Chung
1st ed.
Philadelphia :
: Society for Industrial and Applied Mathematics,
, c2008.
xiv, 383 p.
:ill. (some col.)
;26 cm.
English
Includes bibliographical references (p. 377-380) and index.
Probability theory -- Random variables and stochastic processes -- Conditional expectations and discrete-time Kalman filtering -- Least squares, the orthogonal projection Lemma, and discrete-time Kalman filtering -- Stochastic processes and stochastic calculus -- Continuous-time Guass-Markov systems -- The extended Kalman filter -- A selection of results from estimation theory -- Stochastic control and linear quadratic Guassian control problem -- Linear exponential Guassian control and estimation.
Stochastic processes.
Estimation theory.
Control theory.
QA
274
.
S655
2008
Speyer, Jason Lee.
Chung, Walter H.,, 1968-
Iran
University of Tehran. Library of Technical Camp 2
Old cataloging
p
BL
1
Y
