Discrete-Time Stochastic Systems: Estimation and Control (Prentice Hall International Series in Systems and Control Engineering)

Soderstrom, Torsten

ISBN 10: 0133096831 ISBN 13: 9780133096835

Publisher: Prentice Hall, 1995

Synopsis

The aim of this text is to give a comprehensive introduction to the field of stochastic dynamic systems, their estimation and control, including the provision of complete derivations of key results. KEY TOPICS: The book covers both state-space methods and methods based on the polynomial approach, with similarities and differences between the two highlighted. Some nonlinear aspects (including the bispectrum and extended Kalman filter) are also introduced and analyzed. Processes with complex-valued data are treated wherever convenient as this is of interest in many signal and communication problems.

About this title

From the Back Cover

The aim of this text is to give a comprehensive introduction to the field of stochastic dynamic systems, their estimation and control, including the provision of complete derivations of key results. The book covers both state-space methods and methods based on the polynomial approach, with similarities and differences between the two highlighted. Some nonlinear aspects (including the bispectrum and extended Kalman filter) are also introduced and analyzed. Processes with complex-valued data are treated wherever convenient as this is of interest in many signal and communication problems.

Edition details

• Publisher: Prentice Hall
• Publication date: 1995
• ISBN 10: 0133096831
• ISBN 13: 9780133096835
• Binding: Textbook Binding
• Language: English
• Number of pages: 335