Probability Theory, Physical & Theoretical Chemistry, Thermodynamics, Mathematical Programming & Operations Research
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Overview
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.Editorials
Booknews
A text for a first-year graduate course, presenting a review of stochastic processes, analysis of parameter estimation based on least-squares techniques, an 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. Avoids advanced mathematics like the Ito calculus. Annotation c. Book News, Inc., Portland, OR (booknews.com)Book Details
Published
March 20, 1995
Publisher
New York : Wiley, c1995.
Pages
248
Format
Hardcover
ISBN
9780471097563