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Stochastic Models, Estimation, and Control

1982-08-25 Mathematics
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Release : 1982-08-25
Genre : Mathematics
Kind : eBook
Book Rating : 030/5 ( reviews)

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Book Synopsis Stochastic Models, Estimation, and Control by : Peter S. Maybeck

Download or read book Stochastic Models, Estimation, and Control written by Peter S. Maybeck. This book was released on 1982-08-25. Available in PDF, EPUB and Kindle. Book excerpt: This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.

Stochastic Models: Estimation and Control: v. 2

1982-08-10 Mathematics
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Release : 1982-08-10
Genre : Mathematics
Kind : eBook
Book Rating : 513/5 ( reviews)

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Book Synopsis Stochastic Models: Estimation and Control: v. 2 by : Maybeck

Download or read book Stochastic Models: Estimation and Control: v. 2 written by Maybeck. This book was released on 1982-08-10. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Models: Estimation and Control: v. 2

Stochastic Models: Estimation and Control: v. 1

1979-07-17 Mathematics
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Release : 1979-07-17
Genre : Mathematics
Kind : eBook
Book Rating : 505/5 ( reviews)

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Book Synopsis Stochastic Models: Estimation and Control: v. 1 by : Maybeck

Download or read book Stochastic Models: Estimation and Control: v. 1 written by Maybeck. This book was released on 1979-07-17. Available in PDF, EPUB and Kindle. Book excerpt: Stochastic Models: Estimation and Control: v. 1

Hidden Markov Models

2011-04-19 Computers
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Release : 2011-04-19
Genre : Computers
Kind : eBook
Book Rating : 083/5 ( reviews)

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Book Synopsis Hidden Markov Models by : Przemyslaw Dymarski

Download or read book Hidden Markov Models written by Przemyslaw Dymarski. This book was released on 2011-04-19. Available in PDF, EPUB and Kindle. Book excerpt: Hidden Markov Models (HMMs), although known for decades, have made a big career nowadays and are still in state of development. This book presents theoretical issues and a variety of HMMs applications in speech recognition and synthesis, medicine, neurosciences, computational biology, bioinformatics, seismology, environment protection and engineering. I hope that the reader will find this book useful and helpful for their own research.

Stochastic Processes, Estimation, and Control

2008-11-06 Mathematics
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Release : 2008-11-06
Genre : Mathematics
Kind : eBook
Book Rating : 551/5 ( reviews)

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Book Synopsis Stochastic Processes, Estimation, and Control by : Jason L. Speyer

Download or read book Stochastic Processes, Estimation, and Control written by Jason L. Speyer. This book was released on 2008-11-06. Available in PDF, EPUB and Kindle. Book excerpt: 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 HÝsubscript 2¨ and HÝsubscript Ýinfinity¨¨ 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.

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