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

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

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

In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations an