Stochastic processes estimation and control 1st Edition by Jason Speyer,Walter Chung 9780898716559 0898716551

Stochastic processes estimation and control 1st Edition by Jason Speyer,Walter Chung  – Ebook PDF Instant Download/Delivery:9780898716559,0898716551 
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ISBN 10:0898716551 
ISBN 13:9780898716559
Author:Jason Speyer,Walter Chung

A comprehensive treatment of stochastic systems beginning with the foundations of probability and ending with stochastic optimal control. The book divides into three interrelated topics. First, the concepts of probability theory, random variables and stochastic processes are presented, which leads easily to expectation, conditional expectation, and discrete time estimation and the Kalman filter. With this background, stochastic calculus and continuous-time estimation are introduced. Finally, dynamic programming for both discrete-time and continuous-time systems leads to the solution of optimal stochastic control problems resulting in controllers with significant practical application. This book will be valuable to first year graduate students studying systems and control, as well as professionals in this field.

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Jason Speyer,Walter Chung,processes,estimation,Stochastic