Stochastic Systems: Estimation, Identification, and Adaptive Control: 75 (Classics in Applied Mathematics, Series Number 75) - Softcover

Kumar, P. R.; Varaiya, Pravin

Softcover

ISBN 10: 1611974259 ISBN 13: 9781611974256

Publisher: Society for Industrial and Applied Mathematics, 2016

Synopsis

Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with applications in several branches of engineering and in areas of the social sciences concerned with policy analysis and prescription. With the increase in computational capacity and the ability to collect and process huge quantities of data, an explosion of work in the area has been engendered. This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, learning, and robotics. It is ideal for students previously acquainted with probability theory and stochastic processes, who wish to learn more on decision making with uncertainty, and can be used as a course textbook for advanced undergraduate or first year graduate students.

About this title

Book Description:

A succinct and rigorous treatment of the foundations of stochastic control, ideal for advanced students already acquainted with stochastic processes. This book presents a unified approach to filtering, estimation, prediction, and stochastic and adaptive control, while also providing the conceptual framework necessary to understand current trends.

About the Author:

P. R. Kumar is currently a University Distinguished Professor and holds the College of Engineering Chair in Computer Engineering at Texas A&M University. His research is focused on energy systems, wireless networks, secure networking, automated transportation, and cyberphysical systems. Kumar is a member of the US National Academy of Engineering and a Fellow of the World Academy of Sciences, ACM, and IEEE.

About this edition

• Publisher: Society for Industrial and Applied Mathematics
• Publication date: 2016
• ISBN 10: 1611974259
• ISBN 13: 9781611974256
• Binding: Paperback
• Number of pages: 378