TY  - BOOK
AU  - Lewis,Frank L.
AU  - Xie,Lihua
AU  - Popa,Dan
AU  - Lewis,Frank L.
TI  - Optimal and robust estimation: with an introduction to stochastic control theory 
T2  - Automation and control engineering
SN  - 0849390087
AV  - QA402.3 .L4875 2008
U1  - 629.8312 22
PY  - 2008///]
CY  - Boca Raton
PB  - CRC Press
KW  - Stochastic control theory
KW  - Mathematical optimization
N1  - 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 --; Appendix A; Review of Matrix Algebra
ER  -