Random System Analysis and Applications

Author: Fang Yangwang
Publisher:
Publish Date: 2006-09-01
Features: This book comprehensively introduces the latest research findings in the field of stochastic system analysis by control theory and signal processing experts from around the world. The selection is extensive, and the content is novel, focusing on the optimal state estimation problems of stochastic linear and nonlinear systems for both discrete and continuous-time stochastic system models. It places special emphasis on the new advancements in research by scholars from Russia (including the Soviet Union) in this field. This book is suitable for graduate students and scientific and technical workers engaged in signal processing, control theory, and control engineering, as well as serving as a professional textbook for stochastic system analysis methods.