£85.50

Linear Stochastic Systems (Classics in Applied Mathematics)

Probability & Statistics

Price data last checked 9 day(s) ago - will refresh soon

View at Amazon

Price History & Forecast

Last 82 days • 82 data points (No recent data available)

Historical

Generating forecast...

Price Distribution

Price distribution over 82 days • 2 price levels

Days at Price

Current Price

Price Analysis

Most common price: £86 (80 days, 97.6%)

Price range: £70 - £86

Price levels: 2 different prices over 82 days

Description

Linear Stochastic Systems, originally published in 1988, is today as comprehensive a reference to the theory of linear discrete-time-parameter systems as ever. Its most outstanding feature is the unified presentation, including both input-output and state space representations of stochastic linear systems, together with their interrelationships. The author first covers the foundations of linear stochastic systems and then continues through to more sophisticated topics including: the fundamentals of stochastic processes and the construction of stochastic systems; an integrated exposition of the theories of prediction, realization (modeling), parameter estimation, and control; and a presentation of stochastic adaptive control theory. Written in a clear, concise manner and accessible to graduate students, researchers, and teachers, this classic volume also includes background material to make it self-contained and has complete proofs for all the principal results of the book. Furthermore, this edition includes many corrections of errata collected over the years.

Product Specifications

Format: paperback
ASIN: 1611974704
Category: Books > Subjects > Science, Nature & Maths > Mathematics > Probability & Statistics
Domain: Amazon UK
Release Date: 30 June 2018
Listed Since: 27 April 2018

Barcode

No barcode data available

Linear Stochastic Systems (Classics in Applied Mathematics)

Price History & Forecast

Price Distribution

Price Analysis

Description

Product Specifications

Barcode

Similar Products You Might Like

Linear Stochastic Systems: A Geometric Approach to Modeling, Estimation and Identification: 1 (Series in Contemporary Mathematics, 1)

An Introduction to Stochastic Dynamics: 51 (Cambridge Texts in Applied Mathematics, Series Number 51)

Stochastic Processes (Probability and Its Applications (duplicate))

Informal Introduction To Stochastic Calculus With Applications, An: Second Edition

Stochastic Equations for Complex Systems: Theoretical and Computational Topics (Mathematical Engineering)

Stochastic Processes and their Applications: Proceedings of the Symposium held in honour of Professor S.K. Srinivasan at the Indian Institute of ... in Economics and Mathematical Systems, 370)

Stochastic Processes: 33 (Cambridge Series in Statistical and Probabilistic Mathematics, Series Number 33)

Stochastic Stability of Differential Equations in Abstract Spaces: 453 (London Mathematical Society Lecture Note Series, Series Number 453)

Stochastic Modeling of Scientific Data, Second Edition (Chapman & Hall/CRC Texts in Statistical Science)

General Pontryagin-Type Stochastic Maximum Principle and Backward Stochastic Evolution Equations in Infinite Dimensions (SpringerBriefs in Mathematics)

Matrix-Analytic Methods in Stochastic Models: 27 (Springer Proceedings in Mathematics & Statistics, 27)

Continuous-Time Markov Chains and Applications: A Two-Time-Scale Approach: 37 (Stochastic Modelling and Applied Probability, 37)

Introduction To Stochastic Processes And Nonequilibrium Statistical Physics, An: 10 (Series On Advances In Statistical Mechanics)

Large Deviations for Stochastic Processes (Mathematical Surveys & Monographs)

Further Topics on Discrete-Time Markov Control Processes: 42 (Stochastic Modelling and Applied Probability, 42)

Stochastic Musings: Perspectives From the Pioneers of the Late 20th Century

Simulation and Inference for Stochastic Differential Equations: With R Examples (Springer Series in Statistics)

A Course in Stochastic Game Theory: 103 (London Mathematical Society Student Texts, Series Number 103)

Stability and Stabilization of Nonlinear Systems with Random Structures (Stability and Control: Theory, Methods and Applications)

Statistical Topics and Stochastic Models for Dependent Data with Applications: Applications in Reliability, Survival Analysis and Related Fields

State-Space Models: Applications in Economics and Finance: 1 (Statistics and Econometrics for Finance, 1)

Stochastic Partial Differential Equations (Chapman & Hall/CRC Applied Mathematics & Nonlinear Science)

Change-Point Analysis in Nonstationary Stochastic Models

Weak Convergence Methods and Singularly Perturbed Stochastic Control and Filtering Problems (Systems & Control: Foundations & Applications)