The Second Volume of Stochastic Models, Estimation and Control
Stochastic Models, Estimation and Control by Dr. Peter Maybeck will help you develop a thorough understanding of the topic and provide insight into applying the theory to realistic, practical problems. This approach is geared toward the engineer or grad student who has an understanding of
- Advanced calculus
- Differential equations
- Vector analysis
- Matrix analysis
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Topics Covered
- Linear system applications
- Non-linear applications
- Conditional probability density functions
- Conditional expectations
- Continuous-time dynamic systems with discrete-time data sampling
- Controller implementations in the form of algorithms, along with design trade-offs
- Physical interpretation of what the math means
- Implementation of estimated and control algorithms
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Methods
This book is written for engineers; therefore, it avoids measure theory, functional analysis, and other disciplines that may not be in an engineers background. The book is self-contained with the objective to investigate the theory and derive from it the tools required to reach the ultimate objective, generating practical designs for estimators and stochastic controllers.
This volume of the book goes up to chapter 12 on non-linear estimation
Dr. Peter S. Maybeck is a long-time contributor to the advancement of the field of navigation. For well over 40 years Dr. Maybeck has been an accomplished and honored professor and researcher. Credited as a pioneering figure of multiple model adaptive estimation and control theory and practice, Maybeck is a key researcher in the greater field of modern estimation and control theory. After receiving a B. S. in Aeronautics and Astronautics, followed by a Ph. D. in the same field from MIT, Dr. Maybeck began working at the Air Force Flight Dynamics Laboratory at Wright Patterson Air Force Base. After just one year of work he took a faculty position at the Air Force Institute of Technology where he is currently a professor of electrical engineering. Outside of the AFIT Dr. Maybeck has authored over one hundred technical publications and has taught hundreds of engineers in short courses in his area of expertise.
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