Optimal control and estimation /
Stengel, Robert F.,
Optimal control and estimation / Robert F. Stengel. - xvi, 639 pages : illustrations ; 21 cm. - Dover books on mathematics . - Dover books on mathematics. .
Originally published: Stochastic optimal control. New York ; Wiley, c1986. With new pref.
Includes bibliographical references and index.
INTRODUCTION -- Framework for Optimal Control -- Modeling Dynamic Systems -- Optimal Control Objectives -- Overview of the Book -- THE MATHEMATICS OF CONTROL AND ESTIMATION -- "Scalars, Vectors, and Matrices " -- Matrix Properties and Operations -- Dynamic System Models and Solutions -- "Random Variables, Sequences, and Processes " -- Properties of Dynamic Systems -- Frequency Domain Modeling and Analysis -- OPTIMAL TRAJECTORIES AND NEIGHBORING-OPTIMAL SOLUTIONS -- Statement of the Problem -- Cost Functions -- Parametric Optimization -- Conditions for Optimality -- Constraints and Singular Control -- Numerical Optimization -- Neighboring-Optimal Solutions -- OPTIMAL STATE ESTIMATION -- Least-Squares Estimates of Constant Vectors -- Propagation of the State Estimate and Its Uncertainty -- Discrete-Time Optimal Filters and Predictors -- Correlated Disturbance Inputs and Measurement Noise -- Continuous-Time Optimal Filters and Predictors -- Optimal Nonlinear Estimation -- Adaptive Filtering -- STOCHASTIC OPTIMAL CONTROL -- Nonlinear Systems with Random Inputs and Perfect Measurements -- Nonlinear Systems with Random Inputs and Imperfect Measurements -- The Certainty-Equivalence Property of Linear-Quadratic-Gaussian Controllers -- "Linear, Time-Invariant Systems with Random Inputs and Imperfect Measurements " -- LINEAR MULTIVARIABLE CONTROL -- Solution of the Algeb. 1. 1.1. 1.2. 1.3. 1.4. 2. 2.1. 2.2. 2.3. 2.4. 2.5. 2.6. 3. 3.1. 3.2. 3.3. 3.4. 3.5. 3.6. 3.7. 4. 4.1. 4.2. 4.3. 4.4. 4.5. 4.6. 4.7. 5. 5.1. 5.2. 5.3. 5.4. 6. 6.1.
"Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems."--Publisher description.
0486682005 9780486682006
94020406
Control theory.
Mathematical optimization.
Stochastic processes.
QA402.3 / .S76 1994
629.8312
Optimal control and estimation / Robert F. Stengel. - xvi, 639 pages : illustrations ; 21 cm. - Dover books on mathematics . - Dover books on mathematics. .
Originally published: Stochastic optimal control. New York ; Wiley, c1986. With new pref.
Includes bibliographical references and index.
INTRODUCTION -- Framework for Optimal Control -- Modeling Dynamic Systems -- Optimal Control Objectives -- Overview of the Book -- THE MATHEMATICS OF CONTROL AND ESTIMATION -- "Scalars, Vectors, and Matrices " -- Matrix Properties and Operations -- Dynamic System Models and Solutions -- "Random Variables, Sequences, and Processes " -- Properties of Dynamic Systems -- Frequency Domain Modeling and Analysis -- OPTIMAL TRAJECTORIES AND NEIGHBORING-OPTIMAL SOLUTIONS -- Statement of the Problem -- Cost Functions -- Parametric Optimization -- Conditions for Optimality -- Constraints and Singular Control -- Numerical Optimization -- Neighboring-Optimal Solutions -- OPTIMAL STATE ESTIMATION -- Least-Squares Estimates of Constant Vectors -- Propagation of the State Estimate and Its Uncertainty -- Discrete-Time Optimal Filters and Predictors -- Correlated Disturbance Inputs and Measurement Noise -- Continuous-Time Optimal Filters and Predictors -- Optimal Nonlinear Estimation -- Adaptive Filtering -- STOCHASTIC OPTIMAL CONTROL -- Nonlinear Systems with Random Inputs and Perfect Measurements -- Nonlinear Systems with Random Inputs and Imperfect Measurements -- The Certainty-Equivalence Property of Linear-Quadratic-Gaussian Controllers -- "Linear, Time-Invariant Systems with Random Inputs and Imperfect Measurements " -- LINEAR MULTIVARIABLE CONTROL -- Solution of the Algeb. 1. 1.1. 1.2. 1.3. 1.4. 2. 2.1. 2.2. 2.3. 2.4. 2.5. 2.6. 3. 3.1. 3.2. 3.3. 3.4. 3.5. 3.6. 3.7. 4. 4.1. 4.2. 4.3. 4.4. 4.5. 4.6. 4.7. 5. 5.1. 5.2. 5.3. 5.4. 6. 6.1.
"Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems."--Publisher description.
0486682005 9780486682006
94020406
Control theory.
Mathematical optimization.
Stochastic processes.
QA402.3 / .S76 1994
629.8312