Discrete-Time Stochastic Systems
Seiten
1994
Prentice Hall Ptr (Verlag)
978-0-13-309683-5 (ISBN)
Prentice Hall Ptr (Verlag)
978-0-13-309683-5 (ISBN)
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An introduction to the field of stochastic dynamic systems, their estimation and control. Including the provision of computer derivations of key results, the book covers both state-space methods and methods based on the polynomial approach, with similarities and differences between the two.
This text provides an introduction to the field of stochastic dynamic systems, their estimation and control. Including the provision of computer derivations of key results, the book covers both state-space methods and methods based on the polynomial approach, with similarities and differences between the two highlighted. Some nonlinear aspects (including the bispectrum and extended Kalman filter) are also introduced and analyzed. Processes with complex-valued data are treated wherever convenient as this is of interest in many signal processing and communication problems.
This text provides an introduction to the field of stochastic dynamic systems, their estimation and control. Including the provision of computer derivations of key results, the book covers both state-space methods and methods based on the polynomial approach, with similarities and differences between the two highlighted. Some nonlinear aspects (including the bispectrum and extended Kalman filter) are also introduced and analyzed. Processes with complex-valued data are treated wherever convenient as this is of interest in many signal processing and communication problems.
Some probability theory; models; analysis; optimal estimation; optimal state estimation for linear systems; optimal estimation for linear systems by polynomial methods; illustration of optimal linear estimation; nonlinear filtering; introduction to optimal stochastic control.
| Erscheint lt. Verlag | 1.9.1994 |
|---|---|
| Sprache | englisch |
| Maße | 174 x 235 mm |
| Gewicht | 535 g |
| Themenwelt | Informatik ► Grafik / Design ► Digitale Bildverarbeitung |
| Mathematik / Informatik ► Informatik ► Software Entwicklung | |
| Mathematik / Informatik ► Informatik ► Theorie / Studium | |
| Technik ► Elektrotechnik / Energietechnik | |
| ISBN-10 | 0-13-309683-1 / 0133096831 |
| ISBN-13 | 978-0-13-309683-5 / 9780133096835 |
| Zustand | Neuware |
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