Recursive Estimation and Control for Stochastic Systems (Wiley Series in Probability and Statistics) - Hardcover

Chen, Han–Fu

 
9780471815662: Recursive Estimation and Control for Stochastic Systems (Wiley Series in Probability and Statistics)

Synopsis

This self-contained reference for statisticians and engineers in system and control theory, analyzes the effect of convergent recursive estimation algorithms and stochastic approximation on the dependent noise case and the classic independent case. It discusses control and adaptive control problems related to recursive estimation, and introduces the combined probabilistic and differential equation method of data analysis.

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