Discrete-time Stochastic Systems: Estimation and Control
- ISBN-10
- 1447101014
- ISBN-13
- 9781447101017
- Category
- Mathematics
- Pages
- 376
- Language
- English
- Published
- 2012-12-06
- Publisher
- Springer Science & Business Media
- Author
- Torsten Söderström
Description
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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