Image from Coce

Optimal control and estimation / Robert F. Stengel.

By: Material type: TextTextSeries: Dover books on mathematicsPublisher: New York : Dover Publications, [1994]Copyright date: ©1994Description: xvi, 639 pages : illustrations ; 21 cmContent type:
  • text
Media type:
  • unmediated
Carrier type:
  • volume
ISBN:
  • 0486682005
  • 9780486682006
Uniform titles:
  • Stochastic optimal control
Subject(s): DDC classification:
  • 629.8312 20
LOC classification:
  • QA402.3 .S76 1994
Contents:
1. INTRODUCTION -- 1.1. Framework for Optimal Control -- 1.2. Modeling Dynamic Systems -- 1.3. Optimal Control Objectives -- 1.4. Overview of the Book -- 2. THE MATHEMATICS OF CONTROL AND ESTIMATION -- 2.1. "Scalars, Vectors, and Matrices " -- 2.2. Matrix Properties and Operations -- 2.3. Dynamic System Models and Solutions -- 2.4. "Random Variables, Sequences, and Processes " -- 2.5. Properties of Dynamic Systems -- 2.6. Frequency Domain Modeling and Analysis -- 3. OPTIMAL TRAJECTORIES AND NEIGHBORING-OPTIMAL SOLUTIONS -- 3.1. Statement of the Problem -- 3.2. Cost Functions -- 3.3. Parametric Optimization -- 3.4. Conditions for Optimality -- 3.5. Constraints and Singular Control -- 3.6. Numerical Optimization -- 3.7. Neighboring-Optimal Solutions -- 4. OPTIMAL STATE ESTIMATION -- 4.1. Least-Squares Estimates of Constant Vectors -- 4.2. Propagation of the State Estimate and Its Uncertainty -- 4.3. Discrete-Time Optimal Filters and Predictors -- 4.4. Correlated Disturbance Inputs and Measurement Noise -- 4.5. Continuous-Time Optimal Filters and Predictors -- 4.6. Optimal Nonlinear Estimation -- 4.7. Adaptive Filtering -- 5. STOCHASTIC OPTIMAL CONTROL -- 5.1. Nonlinear Systems with Random Inputs and Perfect Measurements -- 5.2. Nonlinear Systems with Random Inputs and Imperfect Measurements -- 5.3. The Certainty-Equivalence Property of Linear-Quadratic-Gaussian Controllers -- 5.4. "Linear, Time-Invariant Systems with Random Inputs and Imperfect Measurements " -- 6. LINEAR MULTIVARIABLE CONTROL -- 6.1. Solution of the Algeb.
Summary: "Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems."--Publisher description.
Tags from this library: No tags from this library for this title. Log in to add tags.
Holdings
Item type Current library Call number Copy number Status Date due Barcode
Book City Campus City Campus Main Collection 629.8312 STE (Browse shelf(Opens below)) 1 Available A525819B

Originally published: Stochastic optimal control. New York ; Wiley, c1986. With new pref.

Includes bibliographical references and index.

1. INTRODUCTION -- 1.1. Framework for Optimal Control -- 1.2. Modeling Dynamic Systems -- 1.3. Optimal Control Objectives -- 1.4. Overview of the Book -- 2. THE MATHEMATICS OF CONTROL AND ESTIMATION -- 2.1. "Scalars, Vectors, and Matrices " -- 2.2. Matrix Properties and Operations -- 2.3. Dynamic System Models and Solutions -- 2.4. "Random Variables, Sequences, and Processes " -- 2.5. Properties of Dynamic Systems -- 2.6. Frequency Domain Modeling and Analysis -- 3. OPTIMAL TRAJECTORIES AND NEIGHBORING-OPTIMAL SOLUTIONS -- 3.1. Statement of the Problem -- 3.2. Cost Functions -- 3.3. Parametric Optimization -- 3.4. Conditions for Optimality -- 3.5. Constraints and Singular Control -- 3.6. Numerical Optimization -- 3.7. Neighboring-Optimal Solutions -- 4. OPTIMAL STATE ESTIMATION -- 4.1. Least-Squares Estimates of Constant Vectors -- 4.2. Propagation of the State Estimate and Its Uncertainty -- 4.3. Discrete-Time Optimal Filters and Predictors -- 4.4. Correlated Disturbance Inputs and Measurement Noise -- 4.5. Continuous-Time Optimal Filters and Predictors -- 4.6. Optimal Nonlinear Estimation -- 4.7. Adaptive Filtering -- 5. STOCHASTIC OPTIMAL CONTROL -- 5.1. Nonlinear Systems with Random Inputs and Perfect Measurements -- 5.2. Nonlinear Systems with Random Inputs and Imperfect Measurements -- 5.3. The Certainty-Equivalence Property of Linear-Quadratic-Gaussian Controllers -- 5.4. "Linear, Time-Invariant Systems with Random Inputs and Imperfect Measurements " -- 6. LINEAR MULTIVARIABLE CONTROL -- 6.1. Solution of the Algeb.

"Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems."--Publisher description.

There are no comments on this title.

to post a comment.

Powered by Koha