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Item Details
Title: STOCHASTIC SYSTEMS
ESTIMATION, IDENTIFICATION, AND ADAPTIVE CONTROL
By: P. R. Kumar, Pravin Varaiya
Format: Paperback

List price: £53.99


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ISBN 10: 1611974259
ISBN 13: 9781611974256
Publisher: SOCIETY FOR INDUSTRIAL & APPLIED MATHEMATICS,U.S.
Pub. date: 30 March, 2015
Series: Classics in Applied Mathematics 75
Pages: 375
Description: Provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.
Synopsis: 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.
Illustrations: illustrations
Publication: US
Imprint: Society for Industrial & Applied Mathematics,U.S.
Returns: Returnable
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