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Optimal Estimation: With an Introduction to Stochastic Control Theory

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Optimal Estimation: With an Introduction to Stochastic Control Theory - Lewis, Frank L
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This book is intended for use in graduate level courses in modern control theory. A background in both probability theory and the state variable representation of systems is assumed. One advantage of modern control theory is that it employs matrix algebra, which results in a simplification in notation and mathematical manipulations when dealing with multivariable systems.

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Optimal Estimation: With an Introduction to Stochastic Control Theory 1986, Wiley-Interscience, New York, NY

ISBN-13: 9780471837411

Hardcover