Discrete-time Stochastic Systems
Author | : Torsten Söderström |
Publisher | : Springer Science & Business Media |
Total Pages | : 387 |
Release | : 2012-12-06 |
ISBN-10 | : 9781447101017 |
ISBN-13 | : 1447101014 |
Rating | : 4/5 (17 Downloads) |
Book Synopsis Discrete-time Stochastic Systems by : Torsten Söderström
Download or read book Discrete-time Stochastic Systems written by Torsten Söderström and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 387 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition includes improved and updated material, and a new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.