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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
Stochastic Systems
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Uncertainty is an inherent feature of both properties of physical systems and the inputs to these systems that needs to be quantified for cost effective and rel
Discrete-time Stochastic Systems
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Authors: Torsten Söderström
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This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition inc
Complex Stochastic Systems
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Complex stochastic systems comprises a vast area of research, from modelling specific applications to model fitting, estimation procedures, and computing issues
Introduction to Modeling and Analysis of Stochastic Systems
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This book provides a self-contained review of all the relevant topics in probability theory. A software package called MAXIM, which runs on MATLAB, is made avai