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Books > Science & Mathematics > Mathematics > Applied mathematics > Stochastics
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Stochastic Systems - Estimation, Identification, and Adaptive Control (Paperback)
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Stochastic Systems - Estimation, Identification, and Adaptive Control (Paperback)
Series: Classics in Applied Mathematics, 75
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Since its origins in the 1940s, the subject of decision making
under uncertainty has grown into a diversified area with
application in several branches of engineering and in those areas
of the social sciences concerned with policy analysis and
prescription. These approaches required a computing capacity too
expensive for the time, until the ability to collect and process
huge quantities of data engendered an explosion of work in the
area. This book provides:* Succinct and rigorous treatment of the
foundations of stochastic control.* A unified approach to
filtering, estimation, prediction, and stochastic and adaptive
cools* The conceptual framework necessary to understand current
trends in stochastic control, data mining, machine learning, and
robotics.
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