Stochastic Processes, Estimation, and Control

Lingua: inglese

Editore: Society for Industrial and Applied Mathematics,U.S., US, 2011

1611971950 / 9781611971958

Da: Rarewaves.com USA, London, London, Regno UnitoRarewaves.com USA

Venditore con 5 stelle

Venditore AbeBooks dal 11 giugno 2025

Rilegato

Condizione: Nuovo

EUR 146,10

 Spedizione gratuita 
Spedito da Regno Unito a U.S.A.

Quantità: 4 disponibili

Aggiungi al carrello
Resi gratuiti per 30 giorni

Descrizione dell’articolo da parte del venditore

Uncertainty and risk are integral to engineering because real systems have inherent ambiguities that arise naturally or due to our inability to model complex physics. The authors discuss probability theory, stochastic processes, estimation, and stochastic control strategies and show how probability can be used to model uncertainty in control and estimation problems. The material is practical and rich in research opportunities.The authors provide a comprehensive treatment of stochastic systems from the foundations of probability to stochastic optimal control. The book covers discrete- and continuous-time stochastic dynamic systems leading to the derivation of the Kalman filter, its properties, and its relation to the frequency domain Wiener filter as well as the dynamic programming derivation of the linear quadratic Gaussian (LQG) and the linear exponential Gaussian (LEG) controllers and their relation to H2 and H-inf controllers and system robustness.Stochastic Processes, Estimation, and Control is divided into three related sections. First, the authors present the concepts of probability theory, random variables, and stochastic processes, which lead to the topics of expectation, conditional expectation, and discrete-time estimation and the Kalman filter. After establishing this foundation, stochastic calculus and continuous-time estimation are introduced. Finally, dynamic programming for both discrete-time and continuous-time systems leads to the solution of optimal stochastic control problems, resulting in controllers with significant practical application. …

Codice articolo LU-9781611971958

Titolo
Stochastic Processes, Estimation, and Control
Autore
Walter H. Chung, Jason L. Speyer
Editore
Society for Industrial and Applied Mathematics,U.S., US
Anno di pubblicazione
2011
Condizione
New
Rilegatura
Hardback
Lingua
inglese
ISBN 10
1611971950
ISBN 13
9781611971958
Peso dell'articolo
872 grammi

Rarewaves.com USA

London, London, Regno Unito

Venditore con 5 stelle

Venditore AbeBooks dal 11 giugno 2025

Tariffe di spedizione da Regno Unito a U.S.A.

ArticoloDa 12 a 17 giorni lavorativiDa 12 a 17 giorni lavorativi
Primo articoloEUR 0,00EUR 0,00
I tempi di consegna sono stabiliti dai venditori e variano in base al corriere e al paese. Gli ordini che devono attraversare una dogana possono subire ritardi e spetta agli acquirenti pagare eventuali tariffe o dazi associati. I venditori possono contattarti in merito ad addebiti aggiuntivi dovuti a eventuali maggiorazioni dei costi di spedizione dei tuoi articoli.

Metodi di pagamento

  • Visa
  • Mastercard
  • American Express
  • Carte Bleue
  • Apple Pay
  • Google Pay

Informazioni sull’azienda del venditore

RAREWAVES.COM LIMITED

Elsley Court, 20-22 Great Titchfield Street
London, Regno Unito W1W 8BE