Optimal and robust estimation : with an introduction to stochastic control theory /
Lewis, Frank L.
Optimal and robust estimation : with an introduction to stochastic control theory / Frank L. Lewis, Lihua Xie, Dan Popa. - Second edition. - xxi, 523 pages : illustrations ; 24 cm. - Automation and control engineering ; 26 . - Automation and control engineering 26. .
Revised edition of: Optimal estimation. New York : Wiley, c1986.
Includes bibliographical references (pages 493-500) and index.
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 -- Review of Matrix Algebra. Appendix A.
0849390087 9780849390081
2007008437
Stochastic control theory
Mathematical optimization
QA402.3 / .L4875 2008
629.8312
Optimal and robust estimation : with an introduction to stochastic control theory / Frank L. Lewis, Lihua Xie, Dan Popa. - Second edition. - xxi, 523 pages : illustrations ; 24 cm. - Automation and control engineering ; 26 . - Automation and control engineering 26. .
Revised edition of: Optimal estimation. New York : Wiley, c1986.
Includes bibliographical references (pages 493-500) and index.
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 -- Review of Matrix Algebra. Appendix A.
0849390087 9780849390081
2007008437
Stochastic control theory
Mathematical optimization
QA402.3 / .L4875 2008
629.8312