This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochasti

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

In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations an

Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engin

This book provides an introduction to the theory of linear systems and control for students in business mathematics, econometrics, computer science, and enginee