Recursive estimation and control for stochastic systems
著者
書誌事項
Recursive estimation and control for stochastic systems
（Wiley series in probability and mathematical statistics, . Probability and mathematical statistics）
Wiley, c1985
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注記
Bibliography: p. 372-375
Includes index
内容説明・目次
内容説明
This self-contained reference for statisticians and engineers in system and control theory, analyzes the effect of convergent recursive estimation algorithms and stochastic approximation on the dependent noise case and the classic independent case. It discusses control and adaptive control problems related to recursive estimation, and introduces the combined probabilistic and differential equation method of data analysis.
目次
- Main Concepts of Probability Theory
- Stochastic Approximation Algorithms
- Strong Consistency of Least-Squares Identification
- Identification Algorithms of Stochastic Approximation Type and Adaptive Control
- Recursive Estimation and Control for Discrete-Time Systems
- Linear Unbiased Minimum Variance Estimates for Continuous-Time Systems
- Singular Problems
- Gauss-Markov Estimation for Continuous-Time Systems
- Index.
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