000 01569 a2200289 4500
003 Nust
005 20170207154023.0
010 _a 2008022483
020 _a9780898716559
040 _cNust
082 0 0 _a519.2/3
100 1 _aSpeyer, Jason Lee.
245 1 0 _aStochastic processes, estimation, and control-(E-BOOK)
_cJason L. Speyer, Walter H. Chung.
250 _a1st ed.
260 _aPhiladelphia :
_bSociety for Industrial and Applied Mathematics,
_cc2008.
300 _axiv, 383 p. :
_bill. (some col.) ;
_c26 cm.
490 0 _aAdvances in design and control ;
_v17
505 0 _aProbability 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.
650 0 _aControl theory.
650 0 _aEstimation theory.
650 0 _aStochastic processes.
651 _aE-BOOK
700 1 _aChung, Walter H.,
_d1968-
856 4 1 _3Contributor biographical information
_uhttp://www.loc.gov/catdir/enhancements/fy0916/2008022483-b.html
856 4 1 _3Publisher description
_uhttp://www.loc.gov/catdir/enhancements/fy0916/2008022483-d.html
856 4 1 _3Table of contents only
_uhttp://www.loc.gov/catdir/toc/ecip0819/2008022483.html
942 _2ddc
_cBK
999 _c191756
_d191756