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Discrete-time Stochastic Systems : Estimation and Control by T. Söderström PhD (auth.) is a nonfiction available to read on EtoBox.

What is Discrete-time Stochastic Systems : Estimation and Control about?

__Discrete-time Stochastic Systems__ gives a comprehensive introduction to the estimation and control of dynamic stochastic systems and provides complete derivations of key results such as the basic relations for Wiener filtering. The book covers both state-space methods and those based on the polynomial approach. Similarities and differences between these approaches are highlighted. Some non-linear aspects of stochastic systems (such as the bispectrum and extended Kalman filter) are also introduced and analysed. The books chief features are as follows: • inclusion of the polynomial approach provides alternative and simpler computational methods than simple reliance on state-space methods; • algorithms for analysis and design of stochastic systems allow for ease of implementation and experimentation by the reader; • the highlighting of spectral factorization gives appropriate emphasis to this key concept often overlooked in the literature; • explicit solutions of Wiener problems are handy schemes, well suited for computations compared with more commonly available but abstract formulations; • complex-valued models that are directly applicable to many problems in signal processing an

Who reads Discrete-time Stochastic Systems : Estimation and Control?

Author

T. Söderström PhD (auth.)

Publisher

Springer-Verlag London

Published

2002

Language

EN

ISBN

9781447101017

Category

nonfiction

Subjects

Engineering, Mathematics, Science