Lectures on Stochastic Control and Nonlinear Filtering
by M. H. A. Davis
Publisher: Tata Institute of Fundamental Research 1984
Number of pages: 112
There are actually two separate series of lectures, on controlled stochastic jump processes and nonlinear filtering respectively, and the corresponding two parts of these notes are almost disjoint. They are united however, by the common philosophy of treating Markov processes by methods of stochastic calculus.
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by Mario Alberto Jordan - InTech
This book covers the wide area of Discrete-Time Systems. Their contents are grouped conveniently in sections according to significant areas, namely Filtering, Fixed and Adaptive Control Systems, Stability Problems and Miscellaneous Applications.
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Opening new directions in research in stochastic control, this book focuses on a wide class of control and of optimization problems over sequences of integer numbers. The theory is applied to the control of stochastic discrete-event dynamic systems.
by Andrew Whitworth - Wikibooks
An inter-disciplinary engineering text that analyzes the effects and interactions of mathematical systems. This book is for third and fourth year undergraduates in an engineering program. It considers both classical and modern control methods.
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