Lewis, Frank L. <br/><br/>
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. .
<br/><br/> Revised edition of: Optimal estimation. New York : Wiley, c1986. 
<br/><br/>Includes bibliographical references (pages 493-500) and index. 
<br/><br/> 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. 
<br/><br/><label>ISBN: </label>0849390087 9780849390081 
<br/><br/><label>LCCN: </label>2007008437 
<br/><br/><label>Subjects--Topical Terms: </label><br/>Stochastic control theory<br/>Mathematical optimization
<br/><br/><label>LC Class. No.: </label>QA402.3  / .L4875 2008 
<br/><br/><label>Dewey Class. No.: </label>629.8312