Discrete-Time Stochastic Systems: Estimation and Control

by Torsten Söderström and Petre Stoica

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.

• Format: Paperback
• Language: English
• ISBN: 1852336498
• ISBN13: 9781852336493
• Release Date: July 2002
• Publisher: Springer
• Length: 376 Pages
• Weight: 1.35 lbs.
• Dimensions: 0.9" x 6.2" x 9.2"