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Discrete-time Stochastic Systems

Publisher Springer
Category Mathematics
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Book Details
Publisher Springer
ISBN / ASIN 1852336498
ISBN-13 9781852336493
Category Mathematics
Marketplace France 🇫🇷
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Description

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.

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