This is a self-contained introduction to stochastic systems and an ordered presentation of techniques for computer modelling, filtering and control of these systems. The subject is developed with definition, formulae and explanations but without detailed mathematical proofs. It is designed for advanced undergraduate and postgraduate courses in control engineering, mathematical modelling, filters and dynamics who are working towards degrees in engineering, information technology, aeronautics and applied mathematics.
Sprache
Verlagsort
Verlagsgruppe
Pearson Education Limited
Zielgruppe
Für höhere Schule und Studium
Illustrationen
ISBN-13
978-0-13-847351-8 (9780138473518)
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Schweitzer Klassifikation
Probability and statistics; continuous time stochastic processes and dynamical systems; discrete time stochastic processes and dynamical systems; computer aided design methods; Kalman filters; control of stochastic systems. Appendices.