Stochastic models estimation and control. Volume 1 /

Bibliographic Details
Main Author: Maybeck, Peter S.
Format: eBook
Language:English
Published: New York, NY ; San Francisco C.A. : Academic Press, 1979.
Series:Mathematics in science and engineering ; v. 141, pt. 1.
Subjects:
Online Access:Connect to the full text of this electronic book
Table of Contents:
  • Introduction
  • Deterministic system models
  • Probability theory and static models
  • Stochastic processes and linear dynamic system models
  • Optimal filtering with linear system models
  • Design and performance analysis of Kalman filters
  • Square root filtering.