Stochastic Processes, Estimation, and Control
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12

(FIVE YEARS 0)

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1

(FIVE YEARS 0)

Published By Society For Industrial And Applied Mathematics

9780898716559, 9780898718591

Latest Documents Most Cited Documents Contributed Authors Related Sources Related Keywords

10. Linear Exponential Gaussian Control and Estimation

Stochastic Processes, Estimation, and Control ◽

10.1137/1.9780898718591.ch10 ◽

2008 ◽

pp. 335-375

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7. The Extended Kalman Filter

Stochastic Processes, Estimation, and Control ◽

10.1137/1.9780898718591.ch7 ◽

2008 ◽

pp. 241-262

Keyword(s):

Kalman Filter ◽

Extended Kalman Filter

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2. Random Variables and Stochastic Processes

Stochastic Processes, Estimation, and Control ◽

10.1137/1.9780898718591.ch2 ◽

2008 ◽

pp. 25-79 ◽

Cited By ~ 1

Keyword(s):

Stochastic Processes ◽

Random Variables

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Front Matter

Stochastic Processes, Estimation, and Control ◽

10.1137/1.9780898718591.fm ◽

2008 ◽

pp. i-xiv

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9. Stochastic Control and the Linear Quadratic Gaussian Control Problem

Stochastic Processes, Estimation, and Control ◽

10.1137/1.9780898718591.ch9 ◽

2008 ◽

pp. 289-334

Keyword(s):

Control Problem ◽

Stochastic Control ◽

Linear Quadratic ◽

Linear Quadratic Gaussian

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Back Matter

Stochastic Processes, Estimation, and Control ◽

10.1137/1.9780898718591.bm ◽

2008 ◽

pp. 377-383

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5. Stochastic Processes and Stochastic Calculus

Stochastic Processes, Estimation, and Control ◽

10.1137/1.9780898718591.ch5 ◽

2008 ◽

pp. 153-196

Keyword(s):

Stochastic Processes ◽

Stochastic Calculus

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8. A Selection of Results from Estimation Theory

Stochastic Processes, Estimation, and Control ◽

10.1137/1.9780898718591.ch8 ◽

2008 ◽

pp. 263-287

Keyword(s):

Estimation Theory ◽

Selection Of

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1. Probability Theory

Stochastic Processes, Estimation, and Control ◽

10.1137/1.9780898718591.ch1 ◽

2008 ◽

pp. 1-23

Keyword(s):

Probability Theory

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6. Continuous-Time Gauss—Markov Systems: Continuous-Time Kalman Filter, Stationarity, Power Spectral Density, and the Wiener Filter

Stochastic Processes, Estimation, and Control ◽

10.1137/1.9780898718591.ch6 ◽

2008 ◽

pp. 197-240 ◽

Cited By ~ 1

Keyword(s):

Kalman Filter ◽

Spectral Density ◽

Power Spectral Density ◽

Continuous Time ◽

Wiener Filter ◽

Markov Systems ◽

Power Spectral

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