Estimation and Control of Dynamical Systems

by Alain Bensoussan

Book Overview

Introduction.- State Representation of Linear Dynamical Systems.- Optimal Control of Linear Dynamical Systems.- Estimation Theory.- Further Techniques of Estimation.- Compliments on Probability Theory.- Filtering Theory in Continuous Time.- Stochastic Control of Linear Dynamic Systems with Full Information.- Stochastic Control of Linear Dynamical Systems with Partial Information.- Deterministic Optimal Control.- Stochastic Optimal Control.- Additional...

• Format: Hardcover
• Language: English
• ISBN: 3319754556
• ISBN13: 9783319754550
• Release Date: June 2018
• Publisher: Springer
• Length: 547 Pages
• Weight: 2.10 lbs.
• Dimensions: 1.2" x 6.1" x 9.2"