author = { Speyer, Jason Lee AND Chung, Walter H. },

title = { Stochastic processes, estimation, and control },

edition = { 1. ed. } ,

publisher = {Society for Industrial and Applied Mathematics},

isbn = {9780898716559},

keywords = { Stochastic processes , Estimation theory , Control theory , Lehrbuch , Stochastische Kontrolltheorie , Stochastischer Prozess , Schätztheorie },

year = {2008},

abstract = {Includes bibliographical references and index},

abstract = {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},

booktitle = {Advances in design and control ; 17},

address = { Philadelphia, PA },

url = { http://slubdd.de/katalog?TN_libero_mab2 }