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00000cam a22000004a 4500 |
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1144411 |
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20100111094900.0 |
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080522s2008 paua b 001 0 eng |
| 010 |
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|a 2008022483
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|a 9780898716559
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|a 0898716551
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| 035 |
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|a 12556927
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|a (OCoLC)ocn230802088
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|a (OCoLC)230802088
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| 035 |
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|a (BNAtoc) 2008022483
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|a (Nz)12556927
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| 040 |
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|a DLC
|c DLC
|d YDX
|d BTCTA
|d YDXCP
|d BWX
|d CDX
|d OCoLC
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| 050 |
0 |
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|a QA274
|b .S655 2008
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| 082 |
0 |
0 |
|a 519.2/3
|2 22
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| 097 |
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|3 Bib#:
|a 1144411
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| 100 |
1 |
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|a Speyer, Jason Lee.
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| 245 |
1 |
0 |
|a Stochastic processes, estimation, and control /
|c Jason L. Speyer, Walter H. Chung.
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| 250 |
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|a 1st ed.
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| 260 |
|
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|a Philadelphia :
|b Society for Industrial and Applied Mathematics,
|c c2008.
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| 300 |
|
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|a xiv, 383 p. :
|b ill. (some col.) ;
|c 26 cm.
|
| 490 |
1 |
|
|a Advances in design and control ;
|v 17
|
| 504 |
|
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|a Includes bibliographical references (p. 377-380) and index.
|
| 505 |
0 |
0 |
|g 1.
|t Probability Theory --
|g 2.
|t Random Variables and Stochastic Processes --
|g 3.
|t Conditional Expectations and Discrete-Time Kalman Filtering --
|g 4.
|t Least Squares, the Orthogonal Projection Lemma, and Discrete-Time Kalman Filtering --
|g 5.
|t Stochastic Processes and Stochastic Calculus --
|g 6.
|t Continuous-Time Gauss-Markov Systems: Continuous-Time Kalman Filter, Stationarity, Power Spectral Density, and the Wiener Filter --
|g 7.
|t The Extended Kalman Filter --
|g 8.
|t A Selection of Results from Estimation Theory --
|g 9.
|t Stochastic Control and the Linear Quadratic Gaussian Control Problem --
|g 10.
|t Linear Exponential Gaussian Control and Estimation.
|
| 520 |
1 |
|
|a "The authors provide a comprehensive treatment of stochastic systems from the foundations of probability to stochastic optimal control. The book covers discrete- and continuous-time stochastic dynamic systems leading to the derivation of the Kalman filter, its properties, and its relation to the frequency domain Wiener filter aswell as the dynamic programming derivation of the linear quadratic Gaussian (LQG) and the linear exponential Gaussian (LEG) controllers and their relation to H[subscript 2] and H[subscript [infinity]] controllers and system robustness." "This book is suitable for first-year graduate students in electrical, mechanical, chemical, and aerospace engineering specializing in systems and control. Students in computer science, economics, and possibly business will also find it useful."--BOOK JACKET.
|
| 650 |
|
0 |
|a Stochastic processes.
|
| 650 |
|
0 |
|a Estimation theory.
|
| 650 |
|
0 |
|a Control theory.
|
| 700 |
1 |
|
|a Chung, Walter H.,
|d 1968-
|
| 830 |
|
0 |
|a Advances in design and control
|v DC17.
|
| 856 |
4 |
1 |
|3 Table of contents only
|u http://www.loc.gov/catdir/toc/ecip0819/2008022483.html
|t 0
|
| 856 |
4 |
2 |
|3 Publisher description
|u http://www.loc.gov/catdir/enhancements/fy0916/2008022483-d.html
|
| 856 |
4 |
2 |
|3 Contributor biographical information
|u http://www.loc.gov/catdir/enhancements/fy0916/2008022483-b.html
|
| 991 |
|
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|a 2009-10-02
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| 992 |
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|a Created by julew, 02/10/2009. Updated by julew, 11/01/2010.
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|i 1a53f6d2-59bd-5af3-a66e-672f3961ebab
|s 6a40bb48-0d15-5da0-8148-2e9ec0be8519
|t 0
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| 952 |
f |
f |
|p For loan
|a University Of Canterbury
|b UC Libraries
|c EPS Library
|d EPS Library, Level 2
|t 0
|e QA 274 .S752 2008
|h Library of Congress classification
|i Book
|m AU15768244B
|
