Discrete-time Stochastic Systems
Edition: 2nd ed. edition
Publisher: Springer
Published: September 17, 2002
Language: eng
Format: Paperback
Number of pages: 400
ISBN-13: 9781852336493
Subjects: Stochastics; Technology; Engineering - Mechanical; Automation; Probabilities; Technology & Industrial Arts; Science/Mathematics; Robotics; Applied; Engineering - Electrical & Electronic; Control; Control Engineering; Estimation; Kalman Filter; LQG Control; Linear Quadratic Gaussian Control; Optimal Estimation; Probability Theory; Probability & Statistics - General; Automatic control; Control theory; Discrete-time systems
First sentence: A "stochastic system" is understood here as a dynamic system that has some kind of uncertainty.