Discrete-time Stochastic Systems : Estimation and Control /

Discrete-time Stochastic Systems gives a comprehensive introduction to the estimation and control of dynamic stochastic systems and provides complete derivations of key results such as the basic relations for Wiener filtering. The book covers both state-space methods and those based on the polynomia...

Full description

Bibliographic Details

Main Author:	Söderström, T.
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	London : Springer London : Imprint : Springer, 2002.
Series:	Advanced textbooks in control and signal processing.
Subjects:	Engineering. System theory. Mathematical optimization. Distribution (Probability theory) Electronic books.
Online Access:	Connect to the full text of this electronic book