Stochastic processes, estimation, and control (Record no. 1383)

MARC details
000 -LEADER
fixed length control field 02196nam a22002177a 4500
005 - DATE AND TIME OF LATEST TRANSACTION
control field 20210928141157.0
008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION
fixed length control field 210928b ||||| |||| 00| 0 eng d
020 ## - INTERNATIONAL STANDARD BOOK NUMBER
International Standard Book Number 9788120346826
082 ## - DEWEY DECIMAL CLASSIFICATION NUMBER
Classification number 519.23
Item number SPE
100 ## - MAIN ENTRY--PERSONAL NAME
Personal name Speyer, Jason L
245 ## - TITLE STATEMENT
Title Stochastic processes, estimation, and control
260 ## - PUBLICATION, DISTRIBUTION, ETC. (IMPRINT)
Name of publisher, distributor, etc. PHI Learning Pvt. Ltd.
Place of publication, distribution, etc. New Delhi
Date of publication, distribution, etc. 2013
300 ## - PHYSICAL DESCRIPTION
Extent xiv, 383 p.
365 ## - TRADE PRICE
Price type code INR
Price amount 350.00
520 ## - SUMMARY, ETC.
Summary, etc. Uncertainty and risk are integral to engineering because real systems have inherent ambiguities that arise naturally or due to our inability to model complex physics. The authors discuss probability theory, stochastic processes, estimation, and stochastic control strategies and show how probability can be used to model uncertainty in control and estimation problems. The material is practical and rich in research opportunities.<br/><br/>The authors provide a comprehensive treatment of stochastic systems from the foundations of probability to stochastic optimal control. The book covers discrete- and continuous-time stochastic dynamic systems leading to the derivation of the Kalman filter, its properties, and its relation to the frequency domain Wiener filter as well as the dynamic programming derivation of the linear quadratic Gaussian (LQG) and the linear exponential Gaussian (LEG) controllers and their relation to H2 and H-inf controllers and system robustness.<br/><br/>Stochastic Processes, Estimation, and Control is divided into three related sections. First, the authors present the concepts of probability theory, random variables, and stochastic processes, which lead to the topics of expectation, conditional expectation, and discrete-time estimation and the Kalman filter. After establishing this foundation, stochastic calculus and continuous-time estimation are introduced. Finally, dynamic programming for both discrete-time and continuous-time systems leads to the solution of optimal stochastic control problems, resulting in controllers with significant practical application
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Stochastic processes
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Control theory
650 ## - SUBJECT ADDED ENTRY--TOPICAL TERM
Topical term or geographic name as entry element Estimation theory
700 ## - ADDED ENTRY--PERSONAL NAME
Personal name Chung, Walter H.
942 ## - ADDED ENTRY ELEMENTS (KOHA)
Source of classification or shelving scheme Dewey Decimal Classification
Koha item type Book
Holdings
Withdrawn status Lost status Source of classification or shelving scheme Damaged status Not for loan Collection code Bill No Bill Date Home library Current library Shelving location Date acquired Source of acquisition Cost, normal purchase price Total Checkouts Full call number Accession Number Date last seen Copy number Cost, replacement price Price effective from Koha item type
    Dewey Decimal Classification     Operations Management & Quantitative Techniques 21-22/8468 26-08-2021 Indian Institute of Management LRC Indian Institute of Management LRC General Stacks 09/28/2021 Bharat Book Distributors 262.15   519.23 SPE 001456 09/28/2021 1 350.00 09/28/2021 Book

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