Catalogue en ligne Bibliothèque de l'Ecole Nationale Polytechnique

Discrete-time stochastic systems / Soderstrom , torsten

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ISBD

Titre : Discrete-time stochastic systems : estimation and control
Type de document : texte imprimé
Auteurs : Soderstrom , torsten, Auteur
Editeur : London : Prentice-Hall
Année de publication : 1994
Importance : XVI-335 p
Présentation : ill
Format : 24 cm
ISBN/ISSN/EAN : 0-13-309683-1
Langues : Anglais (eng)
Mots-clés : Système de commande stochastique Discrete-time systems
Index. décimale : 681.514
Résumé : 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 communications. Changes in the second edition include: * additional information covering spectral factorisation and the innovations form; * the chapter on optimal estimation being completely rewritten to focus on a posteriori estimates rather than maximum likelihood; * new material on fixed lag smoothing and algorithms for solving Riccati equations are improved and more up to date; * new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control. Discrete-time Stochastic Systems is primarily of benefit to students taking M.Sc. courses in stochastic estimation and control, electronic engineering and signal processing but may also be of assistance for self study and as a reference. --Ce texte fait référence à une édition épuisée ou non disponible de ce titre.

Note de contenu : Table des matières
Introduction Some Probability Theory Models Analysis Optimal Estimation Optimal State Estimation for Linear Systems Optimal Estimation for Linear Systems by Polynomial Methods Illustration of Optimal Linear Estimation Non-linear Filtering Introduction to Optimal Stochastic Control Linear Quadratic Gaussian Control Answers to Selected Problems

ISBN 13 : 978-0133096835

Discrete-time stochastic systems : estimation and control [texte imprimé] / Soderstrom , torsten, Auteur . - London : Prentice-Hall, 1994 . - XVI-335 p : ill ; 24 cm.
ISBN : 0-13-309683-1
Langues : Anglais (eng)
Mots-clés : Système de commande stochastique Discrete-time systems
Index. décimale : 681.514
Résumé : 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 communications. Changes in the second edition include: * additional information covering spectral factorisation and the innovations form; * the chapter on optimal estimation being completely rewritten to focus on a posteriori estimates rather than maximum likelihood; * new material on fixed lag smoothing and algorithms for solving Riccati equations are improved and more up to date; * new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control. Discrete-time Stochastic Systems is primarily of benefit to students taking M.Sc. courses in stochastic estimation and control, electronic engineering and signal processing but may also be of assistance for self study and as a reference. --Ce texte fait référence à une édition épuisée ou non disponible de ce titre.

Note de contenu : Table des matières
Introduction Some Probability Theory Models Analysis Optimal Estimation Optimal State Estimation for Linear Systems Optimal Estimation for Linear Systems by Polynomial Methods Illustration of Optimal Linear Estimation Non-linear Filtering Introduction to Optimal Stochastic Control Linear Quadratic Gaussian Control Answers to Selected Problems

ISBN 13 : 978-0133096835

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044424 681.514 SOD Papier Bibliothèque Centrale Automatique Disponible

Optimal control and stochastic estimation / Michael J. Grimble ; Johnson , Michael A.

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Titre : Optimal control and stochastic estimation : vol 1 , theory and applications
Type de document : texte imprimé
Auteurs : Michael J. Grimble, Auteur ; Johnson , Michael A.
Editeur : New York : Wiley
Année de publication : 1987
Importance : XX-554 P.
ISBN/ISSN/EAN : 0-471-90593-3
Langues : Français (fre)
Mots-clés : Systeme commande stochastique estimation optimisation mathématique
Index. décimale : 681.514

Optimal control and stochastic estimation : vol 1 , theory and applications [texte imprimé] / Michael J. Grimble, Auteur ; Johnson , Michael A. . - New York : Wiley, 1987 . - XX-554 P.
ISBN : 0-471-90593-3
Langues : Français (fre)
Mots-clés : Systeme commande stochastique estimation optimisation mathématique
Index. décimale : 681.514

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Code-barres Cote Support Localisation Section Disponibilité Etat_Exemplaire
044489 681.514 GRI Papier Bibliothèque Centrale Automatique Disponible En bon état

Optimal control and stochastic estimation / Michael J. Grimble ; Johson , Michael A.

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Titre : Optimal control and stochastic estimation : vol 2 ,theory and application
Type de document : texte imprimé
Auteurs : Michael J. Grimble, Auteur ; Johson , Michael A.
Editeur : New York : Wiley
Importance : XVIII-997 P.
ISBN/ISSN/EAN : 0-471-91265-4
Langues : Français (fre)
Mots-clés : Systeme commande stochastique
Index. décimale : 681.514

Optimal control and stochastic estimation : vol 2 ,theory and application [texte imprimé] / Michael J. Grimble, Auteur ; Johson , Michael A. . - New York : Wiley, [s.d.] . - XVIII-997 P.
ISBN : 0-471-91265-4
Langues : Français (fre)
Mots-clés : Systeme commande stochastique
Index. décimale : 681.514

Exemplaires

Code-barres Cote Support Localisation Section Disponibilité Etat_Exemplaire
044490 681.514GRI Papier Bibliothèque Centrale Automatique Disponible