TY  - BOOK
AU  - Stengel,Robert F.
TI  - Optimal control and estimation
T2  - Dover books on mathematics
SN  - 0486682005
AV  - QA402.3 .S76 1994
U1  - 629.8312 20
PY  - 1994///]
CY  - New York
PB  - Dover Publications
KW  - Control theory
KW  - Mathematical optimization
KW  - Stochastic processes
N1  - 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
N2  - "Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems."--Publisher description
ER  -