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Stochastic Modelling and Control

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Cover of 'Stochastic Modelling and Control'

Table of Contents

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    Book Overview
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    Chapter 1 Probability and linear system theory
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    Chapter 2 Stochastic models
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    Chapter 3 Filtering theory
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    Chapter 4 System identification
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    Chapter 5 Asymptotic analysis of prediction error identification methods
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    Chapter 6 Optimal control for state-space models
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    Chapter 7 Minimum-variance and self-tuning control
Attention for Chapter 6: Optimal control for state-space models
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