Discrete-time Stochastic Systems: Estimation and Control (Advanced Textbooks in Control and Signal Processing)

by TorstenSöderström (Author)

• New

  Paperback
  2002

  $76.99

  This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition includes improved and updated material, and a new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.