Discrete-time Stochastic Systems

Download or Read eBook Discrete-time Stochastic Systems PDF written by Torsten Söderström and published by Springer Science & Business Media. This book was released on 2002-07-26 with total page 410 pages. Available in PDF, EPUB and Kindle.
Discrete-time Stochastic Systems
Author :
Publisher : Springer Science & Business Media
Total Pages : 410
Release :
ISBN-10 : 1852336498
ISBN-13 : 9781852336493
Rating : 4/5 (98 Downloads)

Book Synopsis Discrete-time Stochastic Systems by : Torsten Söderström

Book excerpt: This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition includes improved and updated material, and a new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.


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