Speyer, Jason Lee. <br/><br/>
Stochastic processes, estimation, and control-(E-BOOK) 
Jason L. Speyer, Walter H. Chung. 
 - 1st ed. 
 - Philadelphia :  Society for Industrial and Applied Mathematics,  c2008. 
 - xiv, 383 p. :  ill. (some col.) ;  26 cm. 
 - Advances in design and control ;  17 .
<br/><br/>Probability theory -- Random variables and stochastic processes -- Conditional expectations and discrete-time Kalman filtering -- Least squares, the orthogonal projection Lemma, and discrete-time Kalman filtering -- Stochastic processes and stochastic calculus -- Continuous-time Guass-Markov systems -- The extended Kalman filter -- A selection of results from estimation theory -- Stochastic control and linear quadratic Guassian control problem -- Linear exponential Guassian control and estimation. 
<br/><br/><label>ISBN: </label>9780898716559 
<br/><br/><label>LCCN: </label>2008022483 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Control theory.<br/>Estimation theory.<br/>Stochastic processes.
<br/><br/><label>Subjects--Geographic Terms: </label><br/>E-BOOK
<br/><br/><label>Dewey Class. No.: </label>519.2/3