Stochastic systems: Estimation, identification, and adaptive control (Prentice-Hall information and system sciences series)

Kumar, P. R

ISBN 10: 013846684X / ISBN 13: 9780138466848

Published by Prentice Hall, 1986

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Bibliographic Details

• Title: Stochastic systems: Estimation, identification, and adaptive control (Prentice-Hall information and system sciences series)
• Publisher: Prentice Hall
• Publication Date: 1986
• Language: English
• ISBN 10: 013846684X
• ISBN 13: 9780138466848
• Binding: Paperback
• Condition: New

About this title

Synopsis

Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with applications in several branches of engineering and in areas of the social sciences concerned with policy analysis and prescription. With the increase in computational capacity and the ability to collect and process huge quantities of data, an explosion of work in the area has been engendered. This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, learning, and robotics. It is ideal for students previously acquainted with probability theory and stochastic processes, who wish to learn more on decision making with uncertainty, and can be used as a course textbook for advanced undergraduate or first year graduate students.

Book Description

A succinct and rigorous treatment of the foundations of stochastic control, ideal for advanced students already acquainted with stochastic processes. This book presents a unified approach to filtering, estimation, prediction, and stochastic and adaptive control, while also providing the conceptual framework necessary to understand current trends.