000 03359cam a2200421 i 4500
005 20221102160746.0
008 940512s1994 nyua b 001 0 eng d
010 _a 94020406
011 _aBIB MATCHES WORLDCAT
020 _a0486682005
020 _a9780486682006
035 _a(OCoLC)30511811
040 _aDLC
_beng
_erda
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050 0 0 _aQA402.3
_b.S76 1994
082 0 0 _a629.8312
_220
100 1 _aStengel, Robert F.,
_eauthor.
_9834983
240 1 0 _aStochastic optimal control
245 1 0 _aOptimal control and estimation /
_cRobert F. Stengel.
264 1 _aNew York :
_bDover Publications,
_c[1994]
264 4 _c©1994
300 _axvi, 639 pages :
_billustrations ;
_c21 cm.
336 _atext
_btxt
_2rdacontent
337 _aunmediated
_bn
_2rdamedia
338 _avolume
_bnc
_2rdacarrier
490 1 _aDover books on mathematics
500 _aOriginally published: Stochastic optimal control. New York ; Wiley, c1986. With new pref.
504 _aIncludes bibliographical references and index.
505 0 0 _g1.
_tINTRODUCTION --
_g1.1.
_tFramework for Optimal Control --
_g1.2.
_tModeling Dynamic Systems --
_g1.3.
_tOptimal Control Objectives --
_g1.4.
_tOverview of the Book --
_g2.
_tTHE MATHEMATICS OF CONTROL AND ESTIMATION --
_g2.1.
_t"Scalars, Vectors, and Matrices " --
_g2.2.
_tMatrix Properties and Operations --
_g2.3.
_tDynamic System Models and Solutions --
_g2.4.
_t"Random Variables, Sequences, and Processes " --
_g2.5.
_tProperties of Dynamic Systems --
_g2.6.
_tFrequency Domain Modeling and Analysis --
_g3.
_tOPTIMAL TRAJECTORIES AND NEIGHBORING-OPTIMAL SOLUTIONS --
_g3.1.
_tStatement of the Problem --
_g3.2.
_tCost Functions --
_g3.3.
_tParametric Optimization --
_g3.4.
_tConditions for Optimality --
_g3.5.
_tConstraints and Singular Control --
_g3.6.
_tNumerical Optimization --
_g3.7.
_tNeighboring-Optimal Solutions --
_g4.
_tOPTIMAL STATE ESTIMATION --
_g4.1.
_tLeast-Squares Estimates of Constant Vectors --
_g4.2.
_tPropagation of the State Estimate and Its Uncertainty --
_g4.3.
_tDiscrete-Time Optimal Filters and Predictors --
_g4.4.
_tCorrelated Disturbance Inputs and Measurement Noise --
_g4.5.
_tContinuous-Time Optimal Filters and Predictors --
_g4.6.
_tOptimal Nonlinear Estimation --
_g4.7.
_tAdaptive Filtering --
_g5.
_tSTOCHASTIC OPTIMAL CONTROL --
_g5.1.
_tNonlinear Systems with Random Inputs and Perfect Measurements --
_g5.2.
_tNonlinear Systems with Random Inputs and Imperfect Measurements --
_g5.3.
_tThe Certainty-Equivalence Property of Linear-Quadratic-Gaussian Controllers --
_g5.4.
_t"Linear, Time-Invariant Systems with Random Inputs and Imperfect Measurements " --
_g6.
_tLINEAR MULTIVARIABLE CONTROL --
_g6.1.
_tSolution of the Algeb.
520 _a"Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems."--Publisher description.
650 0 _aControl theory.
_9316031
650 0 _aMathematical optimization.
_9320544
650 0 _aStochastic processes.
_9324524
830 0 _aDover books on mathematics.
_91047139
907 _a.b13674092
_b11-05-18
_c28-10-15
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