
Highlights of this outstanding text:
Uses the thermodynamic principle of entropy as a tool with which to measure and analyze uncertainty in systems—a feature unique to this text
Covers basic material on stochastic processes, parameter and state estimation and control with a novel approach that does not require advanced mathematics
Introduces an original approach to the design of nonlinear stochastic control that converges sequentially to the optimal—a practical method that will be particularly appealing to the practicing engineer
Reformulates the stochastic estimation and control problem from a global point of view and introduces entropy as the entity that defines control theory as an energy product—a groundbreaking approach
Since the early 18th century, scientists have devised probability measures to help them describe uncertain phenomena and approximate the actual laws of nature. It was not until the advent of the computer, however, that stochastic processes have made it possible to approximate the uncertainty inherent in large complex systems. The miracles of space exploration, modern defense systems, and artificial intelligence are just a few of the dramatic advances that have come about due to the ability of the modern digital computer to perform massive probabilistic calculations.
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