Stochastic Systems: Estimation, Identification, and Adaptive Control - Brossura

Kumar, P. R.; Varaiya, Pravin

Brossura

ISBN 10: 1611974259 ISBN 13: 9781611974256

Casa editrice: Society for Industrial and Applied Mathematics, 2016

Riassunto

Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with applications in several branches of engineering and in areas of the social sciences concerned with policy analysis and prescription. With the increase in computational capacity and the ability to collect and process huge quantities of data, an explosion of work in the area has been engendered. This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, learning, and robotics. It is ideal for students previously acquainted with probability theory and stochastic processes, who wish to learn more on decision making with uncertainty, and can be used as a course textbook for advanced undergraduate or first year graduate students.

Su questo libro

Descrizione del libro

A succinct and rigorous treatment of the foundations of stochastic control, ideal for advanced students already acquainted with stochastic processes. This book presents a unified approach to filtering, estimation, prediction, and stochastic and adaptive control, while also providing the conceptual framework necessary to understand current trends.

L'autore

P. R. Kumar is currently a University Distinguished Professor and holds the College of Engineering Chair in Computer Engineering at Texas A&M University. His research is focused on energy systems, wireless networks, secure networking, automated transportation, and cyberphysical systems. Kumar is a member of the US National Academy of Engineering and a Fellow of the World Academy of Sciences, ACM, and IEEE.

Dettagli dell?edizione

• Editore: Society for Industrial and Applied Mathematics
• Data di pubblicazione: 2016
• ISBN 10: 1611974259
• ISBN 13: 9781611974256
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero di pagine: 378