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› Find signed collectible books: 'Applied Functional Analysis (Applications of Mathematics; V. 3)'
Mathematics.
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› Find signed collectible books: 'Control Theory and the Calculus of Variations'
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› Find signed collectible books: 'Elements of State Space Theory of Systems (University Series in Modern Engineering)'
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› Find signed collectible books: 'Introduction to Random Processes in Engineering'
Breaking with the traditional treatment of random processes in engineering
On the surface, Introduction to Random Processes in Engineering is simply a first-rate textbook for senior or first-year graduate engineering courses in stochastic processes. A closer look, however, reveals an innovative book-rich with examples and commonsense explanations-that demystifies theories, eliminates ambiguities, and provides a solid, up-to-date introduction to this important subject.
Departing from the classical texts of the sixties and seventies in its coverage of random signals and data processing, Introduction to Random Processes in Engineering addresses the latest advances in communication, control engineering, and signal processing by allowing all processes to be multidimensional with an emphasis on discrete-time processes and systems.
Unlike current texts, this volume provides a strong mathematical perspective for its engineering topics without getting bogged down in technicalities. It employs mathematics to achieve clarity and precision, and at times even uses the theorem/proof style to emphasize mathematical fine points. This approach is particularly advantageous when dealing with random data, and when building an understanding of the many computer programs routinely used, its theoretical principles, and the results it generates.
Assuming a senior-level background in probability theory and some acquaintance with linear systems and signals, the book provides:
* A review chapter of the formulas used later in the book
* Illustrative examples
* Emphasis in simulation techniques
* Problems accompanying each chapter that often introduce the student to other relevant material
* Notes and comments following each chapter that encourage additional reading as well as historical explorations in the field
* Tips for using the material at various levels of instruction
With its logical and systematically ordered presentation of the material, as well as its fresh approach, Introduction to Random Processes in Engineering is both a superior textbook and a valuable reference for practicing engineers and researchers in the field.
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› Find signed collectible books: 'Kalman Filtering Theory (Series in Communication and Control Systems)'
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› Find signed collectible books: 'Kalman Filtering Theory (University Series in Modern Engineering)'
Excerpt from the Preface: This is a textbook intended for a one-quarter (or one-semester, depending on the pace) course at the graduate level in Engineering. The prerequisites are Elementary Stochastic Process theory. As a textbook, it does not purport to be a compendium of all known work on the subject. Neither is it a "trade book." Rather it attempts a logically sequenced set of topics of proven pedagogical value, emphasizing theory while not devoid of practical utility. It develops those aspects of Kalman Filtering lore which can be given a firm mathematical basis. The first two capters cover review material on State-Space theory and Signal (Random Process) theory - necessary but not sufficient for the sequel. The third chapter deals with Statistical Estimation theory, the mathematical framework on which Kalman Filtering rests. The main chapter is the fourth chapter dealing with the subject matter per se. The book concludes with a chapter on Likelihood Ratios in which the Kalman filter formulation plays and essential role. We only consider discrete-time models throughout, since all Kalman filter implementation envisaged involves digital computation.
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› Find signed collectible books: 'The Proceedings of the Nasa-UCLA Workshop on Laser Propagation in Atmospheric Turbulence, Los Angeles, California, February 1-3, 1994: February 1-3, ... California (Comcon Conferences Proceedings)'
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› Find signed collectible books: 'Stabilization of Flexible Structures: The Proceedings of the Comcon Workshop, Montpellier, France December 1987'
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› Find signed collectible books: 'State Space Theory of Systems: An Introduction (Series in Communication and Control Systems)'
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› Find signed collectible books: 'Stochastic differential systems (Lecture notes in economics and mathematical systems 84)'
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› Find signed collectible books: 'Vistas in applied mathematics: Numerical analysis, atmospheric sciences, immunology (Translations series in mathematics and engineering)'
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› Find signed collectible books: 'A theory of adaptive control of linear dynamic systems (Calif. Univ)'
This book is an outgrowth of a graduate course by the same title given at UCLA (System Science Department). presenting a Functional Analysis approach to Stochastic Filtering and Control Problems. As the writing progressed. several new points of view were developed and as a result the present work is more in the nature of a monograph on the subject than a distilled compendium of extant works. The subject of this volume is at the heart of the most used part of modern Control Theory - indeed. the bread-and-butter part. It includes the Linear (Bucy-Kalman) Filter Theory. the Feedback Control (regulation and trz.cking) Theory for plants with random disturbances. and Stochastic DifEerential Games. Linear Filter Theory is developed by a 3-Martingale approach and is perhaps the sleekest one to date. We hasten to add that although the terITlS are Engineering-oriented. and a background in Control Engineering is essential to understand the motiva tion. the work is totally mathematical. and in fact our aim is a rigorous mathematical presentation that is at once systematic. We begin with some preliminary necessary notions relating to Stochastic Processes. We follow Parthasarathy's work in inducing Wiener measure on the Banach Space of Continuous functions. We introduce the linear Stochastic integrals right away. We are then ready to treat linear Stochastic Differential Equations. We then look at the measures induced.
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