Optimal estimation : with an introduction to stochastic control theory
著者
書誌事項
Optimal estimation : with an introduction to stochastic control theory
Wiley, c1986
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注記
"A Wiley-Interscience Publication"
Bibliography: p. 365-368
Includes index
内容説明・目次
内容説明
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.
目次
Classical Estimation Theory. Discrete-Time Kalman Filter. Continuous-Time Kalman Filter. Dalman Filter Design and Implementation. OPTIMAL STOCHASTIC CONTROL. Estimation for Nonlinear Systems. Stochastic Control for State Variable. Stochastic Control for Polynomial Systems. Appendixes. Index.
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