TY  - GEN
AU  - Speyer,Jason Lee
AU  - Chung,Walter H.
TI  - Stochastic processes, estimation, and control-(E-BOOK)
T2  - Advances in design and control
SN  - 9780898716559
U1  - 519.2/3 
PY  - 2008///
CY  - Philadelphia
PB  - Society for Industrial and Applied Mathematics
KW  - Control theory
KW  - Estimation theory
KW  - Stochastic processes
KW  - E-BOOK
N1  - 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
UR  - http://www.loc.gov/catdir/enhancements/fy0916/2008022483-b.html
UR  - http://www.loc.gov/catdir/enhancements/fy0916/2008022483-d.html
UR  - http://www.loc.gov/catdir/toc/ecip0819/2008022483.html
ER  -