Stochastic processes, estimation, and control the entropy approach
In this, the first introductory book on stochastic processes in twenty years, leading theoretician George Saridis provides a modern innovative approach that applies the most recent advances in probabilistic processes to such areas as communications and robotics technology
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| Format: | Buch |
| Sprache: | English |
| Veröffentlicht: |
New York [u.a.]
Wiley
1995
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| Ausgabe: | 1. print. |
| Schriftenreihe: | A Wiley-interscience publication
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| Zusammenfassung: | In this, the first introductory book on stochastic processes in twenty years, leading theoretician George Saridis provides a modern innovative approach that applies the most recent advances in probabilistic processes to such areas as communications and robotics technology Stochastic Processes, Estimation, and Control: The Entropy Approach is designed as a text for graduate courses in dynamic programming and stochastic control, stochastic processes, or applied probability in the engineering or mathematical/computational science departments, and as a guide for the practicing engineer and researcher it offers a lucid discussion of parameter estimation based on least square techniques, an in-depth investigation of the estimation of the states of a stochastic linear and nonlinear dynamic system, and a modified derivation of the linear-quadratic Gaussian optimal control problem. Professor Saridis's presentation of estimation and control theory is thorough, but avoids the use of advanced mathematics. A new theory of approximation of the optimal solution for nonlinear stochastic systems is presented as a general engineering tool, and the whole area of stochastic processes, estimation, and control is recast using entropy as a measure |
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| Beschreibung: | XII, 230 S. Ill., graph. Darst. |
| ISBN: | 047109756X |