Linear Estimation and Stochastic Control (Chapman and 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: Hardcover
• Language: English
• ISBN: 0470992158
• ISBN13: 9780470992159
• Release Date: January 1977
• Publisher: Wiley & Sons, Incorporated, John
• Length: 224 Pages
• Weight: 0.51 lbs.