Abstract

A “stochastic system” is understood here as a dynamic system that has some kind of uncertainty. The type of uncertainty will be specified in a precise mathematical sense when dealing with methods of analysis and design. At this point, it is sufficient to say that the uncertainty will include disturbances acting on the system, sensor errors and other measurement errors, as well as partly unknown dynamics of the system. The uncertainties will be modelled in a probabilistic way using random variables and stochastic processes as important tools.

Keywords

Radar Sonar Hemel 

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Bibliography

  1. There is a huge literature on stochastic dynamic systems. for some alternative books on estimation and control, see, for exmaple: Anderson, B.D.O., Moore, J.B., 1979. Optimal Filtering. Prentice Hall, Englewood Cliffs, NJ.MATHGoogle Scholar
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Copyright information

© Springer-Verlag London 2002

Authors and Affiliations

  • T. Söderström
    • 1
  1. 1.Department of Systems and Control, Information TechnologyUppsala UniversityUppsalaSweden

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