Optimal Control and Stochastic Estimation: Theory and Applications . Volume 2

Grimble, Michael J.,Johnson, Michael A.

ISBN 10: 0471912654 / ISBN 13: 9780471912651

Published by Wiley, 1988

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Bibliographic Details

• Title: Optimal Control and Stochastic Estimation: Theory and Applications . Volume 2
• Publisher: Wiley
• Publication Date: 1988
• Language: English
• ISBN 10: 0471912654
• ISBN 13: 9780471912651
• Binding: hardcover
• Edition: 2nd Edition
• Condition: Good

About this title

Synopsis

Two volumes, which together present a modern and comprehensive overview of the field of optimal control and stochastic estimation. Volume 1 concentrates on the deterministic aspects of linear optimal control theory, whilst Volume 2 is concerned with stochastic optimal control theory and its applications. Over the past 15 years this area has been the subject of wide debate and activity. The authors have aimed in these two volumes to make this wealth of material fall into place and to establish a fresh conceptual perspective of the field. They have also lain special emphasis on the practical applications of the theory: each chapter concludes with a series of problems, and an extensive list of references, while the final chapter of each volume is devoted to a detailed study of one particular application of the theories expounded. The authors have considerable experience in this area, both as a result of extensive research and because of their practical knowledge of industrial projects, particularly through the Industrial Control Unit at Strathclyde University. Their text will provide an invaluable insight for industrial engineers into the power and scope of the optimal control and estimation approach. Several of the topics discussed are open research questions which will be of importance to post-graduate research engineers, as well as undergraduate students.