Stochastic Systems
P R KumarPravin Varaiya
Broschiertes Buch

Stochastic Systems

Estimation, Identification, and Adaptive Control

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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 current trends in stochastic control, data mining, machine learning, and robotics.