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Synopsis
Linear Stochastic Systems, originally published in 1988, is today as comprehensive a reference to the theory of linear discrete-time-parameter systems as ever. Its most outstanding feature is the unified presentation, including both input-output and state space representations of stochastic linear systems, together with their interrelationships. The author first covers the foundations of linear stochastic systems and then continues through to more sophisticated topics including: the fundamentals of stochastic processes and...
About the Author
Peter E. Caines received his BA in mathematics from Oxford University in 1967 and PhD in systems and control theory in 1970 from Imperial College, University of London, under the supervision of David Q. Mayne, FRS. After periods as a postdoctoral researcher and faculty member at UMIST, Stanford, UC Berkeley, Toronto, and Harvard, he joined McGill University, Montreal, in 1980, where he is James McGill Professor and Macdonald...
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- PublisherSociety for Industrial & Applied Mathematics,U.S.
- ISBN 10 1611974704
- ISBN 13 9781611974706
- BindingPaperback
- LanguageEnglish
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Linear Stochastic Systems
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