Stochastic Processes Estimation Control by Speyer Chung (9 results)
Language: English
Published by Society for Industrial and Applied Mathematics, 2011
- Softcover
Seller: Better World Books: West, Reno, NV, U.S.A.Better World Books: West
Contact seller5-star sellerCondition: Used - Good
£ 72.21
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Condition: Good. Pages intact with minimal writing/highlighting. The binding may be loose and creased. Dust jackets/supplements are not included. Stock photo provided. Product includes identifying sticker. Better World Books: Buy Books. Do Good.
Language: English
Published by Society for Industrial and Applied Mathematics, 2008
- Softcover
Seller: Llibreria Hispano Americana, Barcelona, B, SpainLlibreria Hispano Americana
Contact seller3-star sellerCondition: Used - Very good
£ 17.60
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Encuadernación de tapa blanda. Condition: Bien. Dust Jacket Condition: Bien.
Language: English
Published by Society for Industrial & Applied Mathematics,U.S., 2011
- Hardcover
Seller: Kennys Bookshop and Art Galleries Ltd., Galway, GY, IrelandKennys Bookshop and Art Galleries Ltd.
Contact seller5-star sellerCondition: New
£ 107.75
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Condition: New. 2011. hardcover. . . . . .
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Language: English
Published by Society for Industrial and Applied Mathematics,U.S., US, 2011
- Hardcover
Seller: Rarewaves.com USA, London, LONDO, United KingdomRarewaves.com USA
Contact seller5-star sellerCondition: New
£ 126.84
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Hardback. Condition: New. Uncertainty and risk are integral to engineering because real systems have inherent ambiguities that arise naturally or due to our inability to model complex physics. The authors discuss probability theory, stochastic processes, estimation, and stochastic control strategies and show how probability can…be used to model uncertainty in control and estimation problems. The material is practical and rich in research opportunities.The authors provide a comprehensive treatment of stochastic systems from the foundations of probability to stochastic optimal control. The book covers discrete- and continuous-time stochastic dynamic systems leading to the derivation of the Kalman filter, its properties, and its relation to the frequency domain Wiener filter as well as the dynamic programming derivation of the linear quadratic Gaussian (LQG) and the linear exponential Gaussian (LEG) controllers and their relation to H2 and H-inf controllers and system robustness.Stochastic Processes, Estimation, and Control is divided into three related sections. First, the authors present the concepts of probability theory, random variables, and stochastic processes, which lead to the topics of expectation, conditional expectation, and discrete-time estimation and the Kalman filter. After establishing this foundation, stochastic calculus and continuous-time estimation are introduced. Finally, dynamic programming for both discrete-time and continuous-time systems leads to the solution of optimal stochastic control problems, resulting in controllers with significant practical application.
Language: English
Published by Society for Industrial & Applied Mathematics,U.S., 2008
- Hardcover
Seller: Majestic Books, Hounslow, United KingdomMajestic Books
Contact seller4-star sellerCondition: New
£ 128.74
£ 6.50 shippingShips from United Kingdom to U.S.A.Quantity: 3 available
Condition: New.
Language: English
Published by Society for Industrial & Applied Mathematics,U.S., 2008
- Hardcover
Seller: Kennys Bookstore, Olney, MD, U.S.A.Kennys Bookstore
Contact seller5-star sellerCondition: New
£ 132.92
£ 7.89 shippingShips within U.S.A.Quantity: 1 available
Condition: New. 2011. hardcover. . . . . . Books ship from the US and Ireland.
Language: English
Published by Society for Industrial & Applied Mathematics,U.S., 2008
- Hardcover
Seller: Books Puddle, New York, NY, U.S.A.Books Puddle
Contact seller4-star sellerCondition: New
£ 144.27
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Condition: New.
- Hardcover
Seller: Revaluation Books, Exeter, United KingdomRevaluation Books
Contact seller5-star sellerCondition: New
£ 130.00
£ 12.50 shippingShips from United Kingdom to U.S.A.Quantity: 1 available
Hardcover. Condition: Brand New. 397 pages. In Stock.
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Language: English
Published by Society for Industrial and Applied Mathematics,U.S., US, 2011
- Hardcover
Seller: Rarewaves.com UK, London, United KingdomRarewaves.com UK
Contact seller5-star sellerCondition: New
£ 114.59
£ 65.00 shippingShips from United Kingdom to U.S.A.Quantity: 4 available
Hardback. Condition: New. Uncertainty and risk are integral to engineering because real systems have inherent ambiguities that arise naturally or due to our inability to model complex physics. The authors discuss probability theory, stochastic processes, estimation, and stochastic control strategies and show how probability can…be used to model uncertainty in control and estimation problems. The material is practical and rich in research opportunities.The authors provide a comprehensive treatment of stochastic systems from the foundations of probability to stochastic optimal control. The book covers discrete- and continuous-time stochastic dynamic systems leading to the derivation of the Kalman filter, its properties, and its relation to the frequency domain Wiener filter as well as the dynamic programming derivation of the linear quadratic Gaussian (LQG) and the linear exponential Gaussian (LEG) controllers and their relation to H2 and H-inf controllers and system robustness.Stochastic Processes, Estimation, and Control is divided into three related sections. First, the authors present the concepts of probability theory, random variables, and stochastic processes, which lead to the topics of expectation, conditional expectation, and discrete-time estimation and the Kalman filter. After establishing this foundation, stochastic calculus and continuous-time estimation are introduced. Finally, dynamic programming for both discrete-time and continuous-time systems leads to the solution of optimal stochastic control problems, resulting in controllers with significant practical application.
