This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition includes improved and updated material, and a new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.
Discrete-time Stochastic Systems
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Book Details
Author(s)Torsten Söderström
PublisherSpringer
ISBN / ASIN1852336498
ISBN-139781852336493
AvailabilityUsually ships in 24 hours
Sales Rank3,680,307
CategoryMathematics
MarketplaceUnited States 🇺🇸
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