Stochastic processes, estimation, and control

Stochastic processes, estimation, and control by  Jason L. Speyer, Walter H. Chung

In this book you will learn  how probability can be used to model uncertainty in control and estimation problems. In the process, we will learn about probability theory,stochastic processes, estimation, and stochastic control strategies. Our chief objective is to provide insight. We do not aim to be the most mathematically rigorous in our presentation,though we have a great affinity for the math. The material that you will learn here is both wonderfully practical and rich in research opportunities. It has historical connections to Newton, Gauss, Wiener, Einstein, Kalman, and many of other great names in physics,mathematics, and control theory

Stochastic processes, estimation, and control by  Jason L. Speyer, Walter H. Chung

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