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Linear Stochastic Systems

Linear Stochastic Systems

by Peter E. Caines
Paperback
Publication Date: 30/05/2018
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Linear Stochastic Systems, originally published in 1988, is today as comprehensive a reference to the theory of linear discrete-time-parameter systems as ever. Its most outstanding feature is the unified presentation, including both input-output and state space representations of stochastic linear systems, together with their interrelationships.

The author first covers the foundations of linear stochastic systems and then continues through to more sophisticated topics including:
  • the fundamentals of stochastic processes and the construction of stochastic systems;
  • an integrated exposition of the theories of prediction, realization (modeling), parameter estimation, and control; and
  • a presentation of stochastic adaptive control theory.
Written in a clear, concise manner and accessible to graduate students, researchers, and teachers, this classic volume also includes background material to make it self-contained and has complete proofs for all the principal results of the book. Furthermore, this edition includes many corrections of errata collected over the years.
ISBN:
9781611974706
9781611974706
Category:
Mathematics
Format:
Paperback
Publication Date:
30-05-2018
Language:
English
Publisher:
Society for Industrial and Applied Mathematics
Country of origin:
United States
Dimensions (mm):
229x152mm

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You can find this item in:

Mathematics Stochastics Signal processing Cybernetics & systems theory
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