TY - BOOK
AU - Speyer, Jason Lee
AU - Chung, Walter H.
TI - Stochastic processes, estimation, and control
ET - 1. ed.
PB - Society for Industrial and Applied Mathematics
SN - 9780898716559
KW - Stochastic processes
KW - Estimation theory
KW - Control theory
KW - Lehrbuch
KW - Stochastische Kontrolltheorie
KW - Stochastischer Prozess
KW - Schätztheorie
PY - 2008
N2 - Includes bibliographical references and index
N2 - 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
BT - Advances in design and control ; 17
CY - Philadelphia, PA
UR - http://slubdd.de/katalog?TN_libero_mab2
ER -
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