Provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.
Provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.
P. R. Kumar is currently a University Distinguished Professor and holds the College of Engineering Chair in Computer Engineering at Texas A&M University. His research is focused on energy systems, wireless networks, secure networking, automated transportation, and cyberphysical systems. Kumar is a member of the US National Academy of Engineering and a Fellow of the World Academy of Sciences, ACM, and IEEE.
Inhaltsangabe
1. Chapter 1: Introduction 2. Chapter 2: State space models 3. Chapter 3: Properties of linear stochastic systems 4. Chapter 4: Controlled Markov chain model 5. Chapter 5: Input output models 6. Chapter 6: Dynamic programming 7. Chapter 7: Linear systems: estimation and control 8. Chapter 8: Infinite horizon dynamic programming 9. Chapter 9: Introduction to system identification 10. Chapter 10: Linear system identification 11. Chapter 11: Bayesian adaptive control 12. Chapter 12: Non-Bayesian adaptive control 13. Chapter 13: Self-tuning regulators for linear systems
1. Chapter 1: Introduction 2. Chapter 2: State space models 3. Chapter 3: Properties of linear stochastic systems 4. Chapter 4: Controlled Markov chain model 5. Chapter 5: Input output models 6. Chapter 6: Dynamic programming 7. Chapter 7: Linear systems: estimation and control 8. Chapter 8: Infinite horizon dynamic programming 9. Chapter 9: Introduction to system identification 10. Chapter 10: Linear system identification 11. Chapter 11: Bayesian adaptive control 12. Chapter 12: Non-Bayesian adaptive control 13. Chapter 13: Self-tuning regulators for linear systems
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