Linear Stochastic Systems, originally published in 1988, is today as comprehensive a reference to the theory of linear discrete-time-parameter systems as ever.

This book presents a treatise on the theory and modeling of second-order stationary processes, including an exposition on selected application areas that are im

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

Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Bo

This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition inc