Discrete-time stochastic systems. Estimation and control. (Q1869932)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | 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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