Stochastic Processes, Estimation, and Control
- ISBN-10
- 0898718597
- ISBN-13
- 9780898718591
- Category
- Control theory
- Pages
- 383
- Language
- English
- Published
- 2008
- Publisher
- SIAM
- Authors
- Jason L. Speyer, Walter H. Chung
Description
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.
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Other editions
-
- 1995-04-03
- 230 pages
- Paperback
- Wiley
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