Stochastic processes, estimation, and control : the entropy approach

書誌事項

Stochastic processes, estimation, and control : the entropy approach

George N. Saridis

J. Wiley, c1995

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注記

"A Wiley-Interscience publication"

Includes bibliographical references and index

内容説明・目次

内容説明

Stochastic processes are those probabilistic tools used to approximate uncertainty. With the advent of the computer, uncertainty which is inherent in large complex systems can be approximated. Advances in space science, communications systems and many of the defence initiatives, not to mention robotics and artificial intelligence, have come about because of the ability of the computer to solve massive probabilistic calculations to account for uncertainty in the system being adjusted. This text applies the most recent advances in stochastic and probabilistic processes to areas such as communications and robotic technology. The author also uses the thermodynamic principle of entropy to measure and analyze uncertainty in various systems.

目次

  • Stochastic Processes
  • Parameter Estimation
  • Optimal State Estimation
  • Stochastic Optimal Control
  • Approximation Theory for Nonlinear Stochastic Control Systems
  • Entropy Reformulation of Stochastic Estimation and Optimal Control
  • Appendices
  • Index.

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