Optimal and Robust Estimation : With an Introduction to Stochastic Control Theory, Second Edition.

OPTIMAL ESTIMATIONClassical Estimation TheoryMean-Square Estimation Maximum-Likelihood Estimation The Cramer-Rao Bound Recursive Estimation Wiener FilteringProblemsDiscrete-Time Kalman FilterDeterministic State Observer Linear Stochastic Systems The Discrete-Time Kalman Filter Discrete Measurements...

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Bibliographic Details

Main Author:	Lewis, Frank L.
Corporate Author:	Taylor & Francis
Other Authors:	Xie, Lihua, Popa, Dan
Format:	eBook
Language:	English
Published:	Hoboken : CRC Press, 2007.
Edition:	2nd ed.
Series:	Automation and control engineering.
Subjects:	Stochastic control theory. Mathematical optimization. Commande stochastique. Optimisation mathématique. TECHNOLOGY & ENGINEERING > Engineering (General) TECHNOLOGY / Electricity TECHNOLOGY / Engineering / Mechanical Mathematical optimization Stochastic control theory Electronic books.
Online Access:	Connect to the full text of this electronic book