Discrete Time Stochastic Systems
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Discrete-time Stochastic Systems
Author | : Torsten Söderström |
Publisher | : Springer Science & Business Media |
Total Pages | : 387 |
Release | : 2012-12-06 |
Genre | : Mathematics |
ISBN | : 1447101014 |
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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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Stochastic processes are found in probabilistic systems that evolve with time. Discrete stochastic processes change by only integer time steps (for some time sc