Table of contents for Stochastic processes, estimation, and control / Jason L. Speyer, Walter H. Chung.

Bibliographic record and links to related information available from the Library of Congress catalog.

Note: Contents data are machine generated based on pre-publication provided by the publisher. Contents may have variations from the printed book or be incomplete or contain other coding.


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Preface
1 Probability Theory
2 Random Variables and Stochastic Processes
3 Conditional Expectations and Discrete-Time Kalman Filtering
4 Least Squares, the Orthogonal Projection Lemma, and Discrete-Time Kalman Filtering
5 Stochastic Processes and Stochastic Calculus
6 Continuous-Time Guass-Markov Systems: Continuous-Time Kalman Filter, Stationarity, Power-Spectral Density, and the Wiener Filter
7 The Extended Kalman Filter
8 A Selection of Results from Estimation Theory
9 Stochastic Control and Linear Quadratic Guassian Control Problem
10 Linear Exponential Guassian Control and Estimation
Bibliography
Index

Library of Congress Subject Headings for this publication:

Stochastic processes.
Estimation theory.
Control theory.