Linear Stochastic Control Systems

by Guanrong Chen and Goong Chen

Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Both continuous-time and discrete-time systems are thoroughly covered. Reviews of the modern probability and random processes theories and the It stochastic differential equations are provided. Discrete-time stochastic systems theory, optimal estimation and Kalman filtering, and optimal stochastic...

• Format: Hardcover
• Language: English
• ISBN: 0849380758
• ISBN13: 9780849380754
• Release Date: September 1995
• Publisher: CRC Press
• Length: 400 Pages
• Weight: 1.65 lbs.
• Dimensions: 1.0" x 6.5" x 9.6"