Discrete-Time Stochastic Systems: Estimation and Control - Couverture rigide

Soderstrom

 
9780133096835: Discrete-Time Stochastic Systems: Estimation and Control

Synopsis

This text provides an introduction to the field of stochastic dynamic systems, their estimation and control. Including the proion of computer derivations of key results, the book covers both state-space methods and methods based on the polynomial approach, with similarities and differences between the two highlighted. Some nonlinear aspects (including the bispectrum and extended Kalman filter) are also introduced and yzed. Processes with complex-valued data are treated wherever convenient as this is of interest in many signal processing and communication problems.

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