Linear Stochastic Systems

Peter E. Caines

ISBN 10: 1611974704 / ISBN 13: 9781611974706

Editore: Society for Industrial & Applied Mathematics,U.S.

Riguardo questo articolo

New copy - Usually dispatched within 4 working days. 1226. Codice articolo B9781611974706

Dati bibliografici

Titolo: Linear Stochastic Systems

Casa editrice: Society for Industrial & Applied Mathematics,U.S.

Legatura: Paperback / softback

Condizione: New

Descrizione articolo

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.