| 書(shū)目名稱 | Discrete-time Stochastic Systems |
| 副標(biāo)題 | Estimation and Contr |
| 編輯 | T. S?derstr?m |
| 視頻video | http://file.papertrans.cn/282/281209/281209.mp4 |
| 概述 | Each chapter has exercises at the end for self study and the answers to many of these are included in an appendix.Includes supplementary material: |
| 叢書(shū)名稱 | Advanced Textbooks in Control and Signal Processing |
| 圖書(shū)封面 |  |
| 描述 | .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 and communicat |
| 出版日期 | Textbook 2002Latest edition |
| 關(guān)鍵詞 | Markov chain; Markov process; Measure; Probability theory; Random variable; actor; algorithms; communicatio |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-1-4471-0101-7 |
| isbn_softcover | 978-1-85233-649-3 |
| isbn_ebook | 978-1-4471-0101-7Series ISSN 1439-2232 Series E-ISSN 2510-3814 |
| issn_series | 1439-2232 |
| copyright | Springer-Verlag London 2002 |
|Archiver|手機(jī)版|小黑屋|
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