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Discrete-time stochastic systems estimation and control Torsten Soederstroem

By: Soederstroem, TorstenMaterial type: TextTextSeries: Advanced textbooks in control and signal processingPublication details: London [a. o.] Springer 2002Edition: [2nd ed.]Description: xxi, 375 p. illISBN: 1852336498Subject(s): стохастические процессы | стохастические динамические системы | линейные системы | фильтры | стохастические модели | обработка сигналов | Калмана фильтры | Винера фильтр
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Includes bibliographical references

Index: p. 373-375

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