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Stochastic Processes, Estimation, and Control: the Entropy Approach

by Saridis, George N.

  • ISBN: 9780471097563
  • ISBN10: 047109756X

Stochastic Processes, Estimation, and Control: the Entropy Approach

by Saridis, George N.

  • List Price: $175.00
  • Binding: Hardcover
  • Publisher: John Wiley & Sons
  • Publish date: 01/01/2000
  • ISBN: 9780471097563
  • ISBN10: 047109756X
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Description: In this, the first introductory book on stochastic processes in twenty years, leading theoretician George Saridis provides a modern innovative approach that applies the most recent advances in probabilistic processes to such areas as communications and robotics technology. Stochastic Processes, Estimation, and Control: The Entropy Approach is designed as a text for graduate courses in dynamic programming and stochastic control, stochastic processes, or applied probability in the engineering or mathematical/computational science departments, and as a guide for the practicing engineer and researcher it offers a lucid discussion of parameter estimation based on least square techniques, an in-depth investigation of the estimation of the states of a stochastic linear and nonlinear dynamic system, and a modified derivation of the linear-quadratic Gaussian optimal control problem. Professor Saridis's presentation of estimation and control theory is thorough, but avoids the use of advanced mathematics. A new theory of approximation of the optimal solution for nonlinear stochastic systems is presented as a general engineering tool, and the whole area of stochastic processes, estimation, and control is recast using entropy as a measure.
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Seller: Ergodebooks
Location: Richmond, TX Ask seller a question
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Buy with confidence. Excellent Customer Service & Return policy.Ships Fast. 24*7 Customer Service.
Seller: FOREST OF WISDOM
Location: Elk Grove Village, IL
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Sewn binding. Cloth over boards. 248 p. Audience: General/trade.
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Sewn binding. Cloth over boards. 248 p. Audience: General/trade.
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