Optimal and robust estimation: with an introduction to stochastic control theory
.PUBLICATION, DISTRIBUTION, ETC
Place of Publication, Distribution, etc.
Boca Raton
Name of Publisher, Distributor, etc.
CRC Press
Date of Publication, Distribution, etc.
c2008
PHYSICAL DESCRIPTION
Specific Material Designation and Extent of Item
xxi, 523 p. : ill
SERIES
Other Title Information
Automation and control engineering
Other Title Information
26
GENERAL NOTES
Text of Note
Rev. ed. of: Optimal estimation. New York : Wiley, c1986
Text of Note
Includes bibliographical references )p.493-500( and index
NOTES PERTAINING TO TITLE AND STATEMENT OF RESPONSIBILITY
Text of Note
Frank L. Lewis, Lihua Xie, Dan Popa
CONTENTS NOTE
Text of Note
pt.I. Optimal estimation. Classical estimation theory; Discrete-time kalman filter -- pt.II. Robust estimation. Robust kalman filter; H ]infinity[ filtering of continuous-time systems; H ]infinity[ filtering of discrete-time systems -- pt.III. Optimal stochastic control. Stochastic control for state variable systems; Stochastic control for polynomial systems; Appendix: review of matrix algebra; References; Index