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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.
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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.

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