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Latest revision as of 05:00, 5 March 2024

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Discrete-time stochastic systems. Estimation and control.
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    Discrete-time stochastic systems. Estimation and control. (English)
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    1 May 2003
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    In this second edition, the main structure outlined in the review of the first one (1994; Zbl 0838.93003) is unchanged. But according to the preface, additions can be found throughout the volume, errors have been corrected as well as typographical mistakes. New problems have been inserted.
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    optimal stochastic control
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    filtering
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    discrete-time systems
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    polynomial methods
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    estimation
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