Optimal Estimation: With an Introduction to Stochastic Control Theory

Frank L. Lewis

ISBN 10: 0471837415 ISBN 13: 9780471837411

Published by Wiley-Interscience, 1986

Language: English

Condition: Used - Fine Hardcover

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Bibliographic Details

Title

Optimal Estimation: With an Introduction to Stochastic Control Theory

Publisher

Wiley-Interscience

Publication Date

1986

Language

English

ISBN 10

0471837415

ISBN 13

9780471837411

Binding

Hardcover

Edition

1st Edition.

Condition

Fine

Book Type

Book

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About this title

Synopsis

This book is intended for use in graduate level courses in modern control theory. A background in both probability theory and the state variable representation of systems is assumed. One advantage of modern control theory is that it employs matrix algebra, which results in a simplification in notation and mathematical manipulations when dealing with multivariable systems. The book is also intended as a reference. Equations of recurring usefulness are displayed in tabular form for easy access. Many examples are used to illustrate the concepts and to impart intuition, and the reader is shown how to write simple software implementations of estimators for use on a computer.

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