Linear Estimation and Stochastic Control (Chapman & Hall Mathematics Series)

By M.H.A. Davis

Book Overview

This book covers the fundamental results in the theory of linear stochastic systems, namely the Kalman Filter, quadratic-cost control problems and the separation or certainty-equivalence principle.... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 0412151308
• ISBN13: 9780412151309
• Release Date: January 1977
• Publisher: Chapman & Hall Ltd.
• Length: 240 Pages
• Weight: 0.60 lbs.