This text focuses on linear stochastic models, whose theoretical foundations are the most fully worked out and the most frequently applied area of systems and control theory. Presents a unified and mathematically rigorous exposition of the main results of the theory of linear discrete-time-parameter stochastic systems. Begins with a thorough examination of the fundamentals of stochastic processes and the construction of stochastic systems, and goes on to provide an integrated treatment of the theories of prediction, ...
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This text focuses on linear stochastic models, whose theoretical foundations are the most fully worked out and the most frequently applied area of systems and control theory. Presents a unified and mathematically rigorous exposition of the main results of the theory of linear discrete-time-parameter stochastic systems. Begins with a thorough examination of the fundamentals of stochastic processes and the construction of stochastic systems, and goes on to provide an integrated treatment of the theories of prediction, regulation, modeling and estimation of system dynamics (system identification), and control. Text concludes with a presentation of stochastic adaptive control theory. Coverage of all topics incorporates the most recent research in the field.
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Add this copy of Linear Stochastic Systems to cart. $98.98, very good condition, Sold by ThriftBooks-Dallas rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 2016 by Society for Industrial and Applied Mathematic.
Edition:
2016, Society for Industrial and Applied Mathematics (SIAM)
Add this copy of Linear Stochastic Systems (Wiley Series in Probability to cart. $104.25, good condition, Sold by HPB-Red rated 5.0 out of 5 stars, ships from Dallas, TX, UNITED STATES, published 1988 by Wiley.
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Add this copy of Linear Stochastic Systems (Wiley Series in Probability to cart. $182.58, good condition, Sold by Bonita rated 4.0 out of 5 stars, ships from Newport Coast, CA, UNITED STATES, published 1988 by Wiley.
