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Linear Stochastic Control Systems
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Bibliographic Detail
Publisher CRC Pr I Llc
Publication date August 1, 1995
Binding Hardcover
Book category Adult Non-Fiction
ISBN-13 9780849380754
ISBN-10 0849380758
Dimensions 1 by 6.50 by 9.50 in.
Weight 1.65 lbs.
Original list price $243.00
Other format details sci/tech
Summaries and Reviews
Amazon.com description: Product Description: Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Both continuous-time and discrete-time systems are thoroughly covered.
Reviews of the modern probability and random processes theories and the Itô stochastic differential equations are provided. Discrete-time stochastic systems theory, optimal estimation and Kalman filtering, and optimal stochastic control theory are studied in detail. A modern treatment of these same topics for continuous-time stochastic control systems is included. The text is written in an easy-to-understand style, and the reader needs only to have a background of elementary real analysis and linear deterministic systems theory to comprehend the subject matter.
This graduate textbook is also suitable for self-study, professional training, and as a handy research reference. Linear Stochastic Control Systems is self-contained and provides a step-by-step development of the theory, with many illustrative examples, exercises, and engineering applications.

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Hardcover
Book cover for 9780849380754
 
The price comparison is for this edition
from CRC Pr I Llc (August 1, 1995)
9780849380754 | details & prices | 6.50 × 9.50 × 1.00 in. | 1.65 lbs | List price $243.00
About: Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems.

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