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Discrete-time Stochastic Systems
Torsten Soderstrom
€ 101.88
FREE Delivery in Ireland
Description for Discrete-time Stochastic Systems
Paperback. A comprehensive introduction to the estimation and control of dynamic stochastic systems. It provides derivations of key results. It includes a presentation of polynomial control and derivation of linear-quadratic-Gaussian control. Series: Advanced Textbooks in Control and Signal Processing. Num Pages: 398 pages, 1 black & white illustrations, 8 black & white tables, biography. BIC Classification: PBWL. Category: (P) Professional & Vocational; (UP) Postgraduate, Research & Scholarly; (UU) Undergraduate. Dimension: 234 x 156 x 20. Weight in Grams: 715.
Discrete-time Stochastic Systems gives a comprehensive introduction to the estimation and control of dynamic stochastic systems and provides complete derivations of key results such as the basic relations for Wiener filtering. The book covers both state-space methods and those based on the polynomial approach. Similarities and differences between these approaches are highlighted. Some non-linear aspects of stochastic systems (such as the bispectrum and extended Kalman filter) are also introduced and analysed. The books chief features are as follows: inclusion of the polynomial approach provides alternative and simpler computational methods than simple reliance on state-space methods; algorithms for analysis and design ... Read more
Discrete-time Stochastic Systems gives a comprehensive introduction to the estimation and control of dynamic stochastic systems and provides complete derivations of key results such as the basic relations for Wiener filtering. The book covers both state-space methods and those based on the polynomial approach. Similarities and differences between these approaches are highlighted. Some non-linear aspects of stochastic systems (such as the bispectrum and extended Kalman filter) are also introduced and analysed. The books chief features are as follows: inclusion of the polynomial approach provides alternative and simpler computational methods than simple reliance on state-space methods; algorithms for analysis and design ... Read more
Product Details
Format
Paperback
Publication date
2002
Publisher
Springer London Ltd United Kingdom
Number of pages
398
Condition
New
Series
Advanced Textbooks in Control and Signal Processing
Number of Pages
376
Place of Publication
England, United Kingdom
ISBN
9781852336493
SKU
V9781852336493
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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