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Stochastic Modelling and Control - Monographs on Statistics and Applied Probability Mark Davis Softcover reprint of the original 1st ed. 1985 edition
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Stochastic Modelling and Control - Monographs on Statistics and Applied Probability
Mark Davis
The type of system we are interested in is a discrete-time or sampled-data system where the relation between input and output is (at least approximately) linear and where additive random dis turbances are also present, so that the behaviour of the system must be investigated by statistical methods.
394 pages, biography
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