Linear Estimation and Stochastic Control
- ISBN-10
- 0470992158
- ISBN-13
- 9780470992159
- Pages
- 224
- Language
- English
- Published
- 1977
- Publisher
- Chapman and Hall
- Author
- M. H. A. Davis
Description
Finite-dimensional linear estimation; Stochastic processes and linear estimation; Orthogonal increments processes; Estimation in dynamical systems; Linear stochastic control; An outline of further developments.
