Linear Stochastic Systems - Brossura

Peter E. Caines (author)

Brossura

ISBN 10: 1611974704 ISBN 13: 9781611974706

Casa editrice: SIAM - Society for Industrial and Applied Mathematics, 2016

Riassunto

Linear Stochastic Systems, originally published in 1988, is today as comprehensive a reference to the theory of linear discrete-time-parameter systems as ever. Its most outstanding feature is the unified presentation, including both input-output and state space representations of stochastic linear systems, together with their interrelationships. The author first covers the foundations of linear stochastic systems and then continues through to more sophisticated topics including: the fundamentals of stochastic processes and the construction of stochastic systems; an integrated exposition of the theories of prediction, realization (modeling), parameter estimation, and control; and a presentation of stochastic adaptive control theory. Written in a clear, concise manner and accessible to graduate students, researchers, and teachers, this classic volume also includes background material to make it self-contained and has complete proofs for all the principal results of the book. Furthermore, this edition includes many corrections of errata collected over the years.

Dettagli dell?edizione

• Editore: SIAM - Society for Industrial and Applied Mathematics
• Data di pubblicazione: 2016
• ISBN 10: 1611974704
• ISBN 13: 9781611974706
• Rilegatura: Copertina flessibile
• Lingua: Inglese
• Numero di pagine: 874