From Contents: Introduction; Deterministic System Models; Probability Theory and Static Models; Stochastic Processes and Linear Dynamic System Models; Optimal Filtering and Linear System Models; Design and Performance Analysis of Kalman Filters; Square Root Filtering. (Description by http-mart)
Stochastic models, estimation, and control
โ Scribed by Peter S. Maybeck (Eds.)
- Publisher
- Academic Press, Elsevier
- Year
- 1982
- Leaves
- 302
- Series
- Mathematics in Science and Engineering 141, Part 3
- Category
- Library
No coin nor oath required. For personal study only.
โฆ Table of Contents
Content:
Edited by
Page iii
Copyright page
Page iv
Dedication
Page v
Preface
Pages ix-xi
Notation
Pages xiii-xvii
Chapter 13 Dynamic programming and stochastic control
Pages 1-67
Chapter 14 Linear stochastic controller design and performance analysis
Pages 68-222
Chapter 15 Nonlinear stochastic controllers
Pages 223-270
Index
Pages 271-291
๐ SIMILAR VOLUMES
This volume builds upon the foundations set in Volumes 1 and 2. Chapter 13 introduces the basic concepts of stochastic control and dynamic programming as the fundamental means of synthesizing optimal stochastic control laws.
From Contents: Introduction; Deterministic System Models; Probability Theory and Static Models; Stochastic Processes and Linear Dynamic System Models; Optimal Filtering and Linear System Models; Design and Performance Analysis of Kalman Filters; Square Root Filtering. (Description by http-mart)