Optimal Estimation: With an Introduction to Stochastic Control Theory / Edition 1

Optimal Estimation: With an Introduction to Stochastic Control Theory / Edition 1

by Frank L. Lewis
     
 

ISBN-10: 0471837415

ISBN-13: 9780471837411

Pub. Date: 01/28/1986

Publisher: Wiley

Describes the use of optimal control and estimation in the design of robots, controlled mechanisms, and navigation and guidance systems. Covers control theory specifically for students with minimal background in probability theory. Presents optimal estimation theory as a tutorial with a direct, well-organized approach and a parallel treatment of discrete and

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Overview

Describes the use of optimal control and estimation in the design of robots, controlled mechanisms, and navigation and guidance systems. Covers control theory specifically for students with minimal background in probability theory. Presents optimal estimation theory as a tutorial with a direct, well-organized approach and a parallel treatment of discrete and continuous time systems. Gives practical examples and computer simulations. Provides enough mathematical rigor to put results on a firm foundation without an overwhelming amount of proofs and theorems.

Product Details

ISBN-13:
9780471837411
Publisher:
Wiley
Publication date:
01/28/1986
Pages:
400
Product dimensions:
6.30(w) x 9.04(h) x 1.08(d)

Table of Contents

Classical Estimation Theory.

Discrete-Time Kalman Filter.

Continuous-Time Kalman Filter.

Dalman Filter Design and Implementation.

OPTIMAL STOCHASTIC CONTROL.

Estimation for Nonlinear Systems.

Stochastic Control for State Variable.

Stochastic Control for Polynomial Systems.

Appendixes.

Index.

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