Stochastic Optimal Control Theory with Application in Self-Tuning Control

This book merges two major areas of control: the design of control systems and adaptive control. Original contributions are made in the polynomial approach to shastic optimal control and the resulting control laws are then manipulated into a form suitable for application in the self-tuning control framework. A major contribution is the derivation of both scalar and multivariable optimal controllers for the rejection of measurable disturbances using feedforward. A powerful feature of the boo...