Stochastic systems : estimation, identification, and adaptive control / P.R. Kumar, Texas A&M University, College Station, Texas, Pravin Varaiya, University of California at Berkeley, Berkeley, California.

Format:

Book

Author/Creator:

Kumar, P. R., author.

Varaiya, P. P. (Pravin Pratap), author.

Contributor:

Society for Industrial and Applied Mathematics, publisher.

Series:

Classics in applied mathematics ; 75.

Classics in applied mathematics ; 75

Language:

English

Subjects (All):

Stochastic systems.

Physical Description:

1 PDF (xviii, 358 pages).

Place of Publication:

Philadelphia, Pennsylvania : Society for Industrial and Applied Mathematics (SIAM, 3600 Market Street, Floor 6, Philadelphia, PA 19104), [2015]

Language Note:

English

System Details:

Mode of access: World Wide Web.

System requirements: Adobe Acrobat Reader.

Summary:

Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engineering and in those areas of the social sciences concerned with policy analysis and prescription. These approaches required a computing capacity too expensive for the time, until the ability to collect and process huge quantities of data engendered an explosion of work in the area. This book provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.

Contents:

Preface to the classics edition

Preface

Erratum

1. Introduction

2. State space models

3. Properties of linear stochastic systems

4. Controlled Markov chain model

5. Input output models

6. Dynamic programming

7. Linear systems: estimation and control

8. Infinite horizon dynamic programming

9. Introduction to system identification

10. Linear system identification

11. Bayesian adaptive control

12. Non-Bayesian adaptive control

13. Self-tuning regulators for linear systems.

Notes:

Originally published: Englewood Cliffs, N.J. : Prentice Hall, 1986.

Includes bibliographical references and indexes.

Title from title screen, viewed 11/19/2015.

ISBN:

1-61197-426-7

OCLC:

930320873

Publisher Number:

CL751 SIAM