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Stochastic Systems : Estimation, Identification, and Adaptive Control, Paperback by Kumar, P. R.; Varaiya, Pravin, ISBN 1611974259, ISBN-13 9781611974256, Brand New, Free P&P in the UK Provides succinct and rigorous treatment of the foundations of stochastic control; a unified approach to filtering, estimation, prediction, and stochastic and adaptive control; and the conceptual framework necessary to understand current trends in stochastic control, data mining, machine learning, and robotics.
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