Recursive Estimation and Control for Stochastic Systems
Published on 1. February 1985
Book
Hardback
390 pages
978-0-471-81566-2 (ISBN)
Description
This self-contained reference for statisticians and engineers in system and control theory, analyzes the effect of convergent recursive estimation algorithms and stochastic approximation on the dependent noise case and the classic independent case. It discusses control and adaptive control problems related to recursive estimation, and introduces the combined probabilistic and differential equation method of data analysis.
More details
Series
Language
English
Place of publication
New York
United States
Publishing group
John Wiley and Sons Ltd
Target group
College/higher education
Professional and scholarly
Illustrations
Ill.
Dimensions
Height: 230 mm
Width: 150 mm
Weight
652 gr
ISBN-13
978-0-471-81566-2 (9780471815662)
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Schweitzer Classification
Content
Main Concepts of Probability Theory; Stochastic Approximation Algorithms; Strong Consistency of Least-Squares Identification; Identification Algorithms of Stochastic Approximation Type and Adaptive Control; Recursive Estimation and Control for Discrete-Time Systems; Linear Unbiased Minimum Variance Estimates for Continuous-Time Systems; Singular Problems; Gauss-Markov Estimation for Continuous-Time Systems; Index.