Polynomial Methods in Optimal Control and Filtering

This book aims to demonstrate the power and breadth of polynomial methods in control and filtering. Direct polynomial methods have previously received little attention compared with the alternative Wiener-Hopf transfer-function method and the statespace methods which rely on Riccati equations.

The book provides a broad coverage of the polynomial equation approach in a range of linear control and filtering problems. The principal feature of the approach is the description of systems in fract...