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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
Description
Summary: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 of Continuous-Time SystemsError Dynamics and Statistical Steady State Frequency Domain Results Correlated Noise and Shaping Filters Optimal SmoothingProblemsContinuous-Time Kalman FilterDerivation from Discrete Kalman Filter Some Examples Derivation from Wiener-Hopf Equation Error Dynamics and Stati.
Physical Description:1 online resource (548 pages).
ISBN:9781420008296
1420008293
9781315221656
1315221659
9781351837545
1351837540
9781351828857
1351828851