Stochastic Models: Estimation and Control: v. 2
Author: Maybeck
Publisher: Academic Press
Published: 1982-08-10
Total Pages: 307
ISBN-13: 0080956513
DOWNLOAD EBOOKStochastic Models: Estimation and Control: v. 2
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Author: Maybeck
Publisher: Academic Press
Published: 1982-08-10
Total Pages: 307
ISBN-13: 0080956513
DOWNLOAD EBOOKStochastic Models: Estimation and Control: v. 2
Author: Maybeck
Publisher: Academic Press
Published: 1979-07-17
Total Pages: 445
ISBN-13: 0080956505
DOWNLOAD EBOOKStochastic Models: Estimation and Control: v. 1
Author: Peter S. Maybeck
Publisher: Academic Press
Published: 1982-08-25
Total Pages: 311
ISBN-13: 0080960030
DOWNLOAD EBOOKThis volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
Author: Peter S. Maybeck
Publisher:
Published: 2002
Total Pages:
ISBN-13:
DOWNLOAD EBOOKAuthor: Peter S. Maybeck
Publisher:
Published: 1979
Total Pages: 423
ISBN-13: 9780124110427
DOWNLOAD EBOOKAuthor: Peter S. Maybeck
Publisher:
Published: 1979
Total Pages: 423
ISBN-13:
DOWNLOAD EBOOKAuthor: Peter S. Maybeck
Publisher:
Published: 1982
Total Pages:
ISBN-13: 9780124807020
DOWNLOAD EBOOKAuthor: Peter S. Maybeck
Publisher:
Published: 2002
Total Pages:
ISBN-13:
DOWNLOAD EBOOKAuthor: Peter S. Maybeck
Publisher:
Published: 1979
Total Pages:
ISBN-13:
DOWNLOAD EBOOKAuthor: Jason L. Speyer
Publisher: SIAM
Published: 2008-11-06
Total Pages: 391
ISBN-13: 0898716551
DOWNLOAD EBOOKThe authors provide a comprehensive treatment of stochastic systems from the foundations of probability to stochastic optimal control. The book covers discrete- and continuous-time stochastic dynamic systems leading to the derivation of the Kalman filter, its properties, and its relation to the frequency domain Wiener filter aswell as the dynamic programming derivation of the linear quadratic Gaussian (LQG) and the linear exponential Gaussian (LEG) controllers and their relation to HÝsubscript 2¨ and HÝsubscript Ýinfinity¨¨ controllers and system robustness. This book is suitable for first-year graduate students in electrical, mechanical, chemical, and aerospace engineering specializing in systems and control. Students in computer science, economics, and possibly business will also find it useful.