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Peter E. Caines

Linear Stochastic Systems

Linear Stochastic Systems

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  • More about Linear Stochastic Systems

Linear Stochastic Systems is a comprehensive reference to the theory of linear discrete-time-parameter systems, covering input-output and state space representations, prediction, realization, parameter estimation, and control. Written in a clear, concise manner, it is accessible to graduate students, researchers, and teachers and includes background material and complete proofs.

\n Format: Paperback / softback
\n Length: 874 pages
\n Publication date: 30 May 2018
\n Publisher: Society for Industrial & Applied Mathematics,U.S.
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Linear Stochastic Systems, originally published in 1988, stands as an unparalleled reference in the realm of the theory of linear discrete-time-parameter systems. Its most remarkable characteristic lies in its comprehensive presentation, encompassing both input-output and state space representations of stochastic linear systems, along with their intricate interconnections.

The author begins by delving into the foundational aspects of linear stochastic systems, laying the groundwork for subsequent chapters that explore more advanced topics. These chapters encompass a wide range of subjects, including:

A thorough exploration of stochastic processes, their fundamental principles, and the construction of stochastic systems.

An integrated exposition of the theories of prediction, realization (modeling), parameter estimation, and control, providing a comprehensive understanding of these critical aspects.

A comprehensive presentation of stochastic adaptive control theory, a powerful tool for designing robust control systems in the face of uncertainty.

Written in a clear, concise, and accessible style, this classic volume is suitable for graduate students, researchers, and teachers alike. Furthermore, it is self-contained, with comprehensive proofs for all the principal results presented throughout the book. Additionally, this edition incorporates numerous corrections of errata collected over the years, ensuring the accuracy and reliability of the content.

Linear Stochastic Systems remains a cornerstone in the field of stochastic systems, offering a comprehensive and up-to-date understanding of this complex subject. Its timeless value and enduring relevance make it an invaluable resource for scholars and practitioners alike.

\n Weight: 1226g\n
Dimension: 237 x 280 x 47 (mm)\n
ISBN-13: 9781611974706\n \n

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