This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochasti

This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition inc

In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations an

Since its origins in the 1940s, the subject of decision making under uncertainty has grown into a diversified area with application in several branches of engin

Linear Stochastic Systems, originally published in 1988, is today as comprehensive a reference to the theory of linear discrete-time-parameter systems as ever.