Stochastic Systems

  • Stochastic Systems: Estimation, Identification, and Adaptive Control
    Stochastic Systems: Estimation, Identification, and Adaptive Control
    By Pravin Varaiya, P. R. Kumar

    This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand ...

  • Stochastic Systems: Estimation, Identification, and Adaptive Control
    Stochastic Systems: Estimation, Identification, and Adaptive Control
    By Pravin Varaiya, P. R. Kumar

    This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand ...

  • Stochastic Systems: Theory and Applications
    Stochastic Systems: Theory and Applications
    By V S Pugachev, I N Sinitsyn

    This book presents the general theory and basic methods of linear and nonlinear stochastic systems (StS) i.e. dynamical systems described by stochastic finite- and infinite-dimensional differential, integral, integrodifferential, difference ...

  • Stochastic Systems
    Stochastic Systems
    By Adomian

    On the existence of solutions for linear and nonlinear stochastic operator equations. J. Math. Anal. Appl. 62, No. 2, 229-235. Adomian, G. (l980a). On the modeling and analysis of nonlinear stochastic systems.

  • Stochastic Systems: Theory and Applications
    Stochastic Systems: Theory and Applications
    By Vladimir Semenovich Pugachev, Igor? Nikolaevich Sinit?s?yn

    General theory and basic methods of linear and nonlinear stocastic systems (StS), based on the equations for characteristic functions and functionals.Special attention is paid to methods based on canonical expansions and integral canonical ...