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Stochastic Differential Systems Analysis and Filtering - Hardcover

 
9780471912439: Stochastic Differential Systems Analysis and Filtering

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Stochastic Differential Systems Analysis and Filtering

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Synopsis

Whilst this book deals with the applications of the mathematics of control theory, it takes particular account of the use of stochastic differential equations. Both linear and non- linear control systems are discussed, and there is detailed consideration of the filters to be found within such systems. The authors begin by laying down the basis of the mathematical theory encountered in control systems, discussing such topics as the elements of differential system theory, and the fundamentals of random function theory and random processes. They then proceed to discuss the theory of stochastic differential systems and their application to linear systems, stochastic differential equations, and methods for studying non-linear stochastic differential systems. In the last chapters, the authors consider the application of these theories and methods to the use of various types of filter. To help the reader, problems have been given at the end of each chapter.

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  • PublisherWiley–Blackwell
  • Publication date1987
  • ISBN 10 0471912433
  • ISBN 13 9780471912439
  • BindingHardcover
  • LanguageEnglish
  • Edition number1
  • Number of pages570

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Pugachev, V. S. / I. N. Sinitsyn:
ISBN 10: 0471912433 ISBN 13: 9780471912439
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fest gebunden. XX and 549 pages. Original hardcover (only very little rubbed and bumped, otherwise a very good and clean copy). Gr.-8°. First english edition. ----- BITTE BEACHTEN: Auf Grund der absurden und irrsinnig teuren staatlichen Regelungen für die Entsorgung der Versandpappen in den nachfolgenden Ländern, kann ich leider nicht mehr liefern nach: Österreich, Griechenland, Polen. Kunden in ÖSTERREICH können sich aber an die einheimische Post wenden, die inzwischen einen entsprechenden Service anbietet. --- PLEASE NOTE: Due to the absurd and insanely expensive government regulations for the disposal of shipping cartons in the following countries, I can unfortunately no longer deliver to: Austria, Greece, Poland. However, customers in AUSTRIA can contact their local post office, which now offers a corresponding service. Seller Inventory # 29935ym8043

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Pugachev, V. S.
Published by John Wiley & Sons, 1987
ISBN 10: 0471912433 ISBN 13: 9780471912439
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Hardcover. Condition: Very Good. Very Good. book. Seller Inventory # ERICA75404719124335

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