Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition

by Frank L. Lewis, Lihua Xie, Dan Popa

Overview

More than a decade ago, world-renowned control systems authority Frank L. Lewis introduced what would become a standard textbook on estimation, under the title Optimal Estimation, used in top universities throughout the world. The time has come for a new edition of this classic text, and Lewis enlisted the aid of two accomplished experts to bring the book completely up to date with the estimation methods driving today's high-performance systems.

A Classic Revisited

Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition reflects new developments in estimation theory and design techniques. As the title suggests, the major feature of this edition is the inclusion of robust methods. Three new chapters cover the robust Kalman filter, H-infinity filtering, and H-infinity filtering of discrete-time systems.

Modern Tools for Tomorrow's Engineers

This text overflows with examples that highlight practical applications of the theory and concepts. Design algorithms appear conveniently in tables, allowing students quick reference, easy implementation into software, and intuitive comparisons for selecting the best algorithm for a given application. In addition, downloadable MATLAB® code allows students to gain hands-on experience with industry-standard software tools for a wide variety of applications.

This cutting-edge and highly interactive text makes teaching, and learning, estimation methods easier and more modern than ever.

Product Details

ISBN-13:	9781351837545
Publisher:	CRC Press
Publication date:	12/19/2017
Series:	Automation and Control Engineering
Sold by:	Barnes & Noble
Format:	eBook
Pages:	552
File size:	12 MB
Note:	This product may take a few minutes to download.

About the Author

Lewis, Frank L.; Xie, Lihua; Popa, Dan

Table of Contents

OPTIMAL ESTIMATION. Classical Estimation Theory. Discrete-Time Kalman Filter. Continuous-Time Kalman Filter. Kalman Filter Design and Implementation. Estimation for Nonlinear Systems. ROBUST ESTIMATION. Robust Kalman Filter. H-Infinity Filtering of Continuous-Time Systems. H-Infinity Filtering of Discrete-Time Systems. OPTIMAL STOCHASTIC CONTROL. Stochastic Control for State Variable Systems. Stochastic Control for Polynomial Systems. Appendix A: Review of Matrix Algebra. References. Index.