Optimal Estimation: With an Introduction to Stochastic Control Theory

By Frank L. Lewis, Vassilis L. Syrmos, Draguna L. Vrabie, et al.

Book Overview

Describes the use of optimal control and estimation in the design of robots, controlled mechanisms, and navigation and guidance systems. Covers control theory specifically for students with minimal background in probability theory. Presents optimal estimation theory as a tutorial with a direct, well-organized approach and a parallel treatment of discrete and continuous time systems. Gives practical examples and computer simulations. Provides enough mathematical rigor to put results on a firm foundation without an overwhelming amount of proofs and theorems.

• Format: Hardcover
• Language: English
• ISBN: 0471837415
• ISBN13: 9780471837411
• Release Date: April 1986
• Publisher: Wiley-Interscience
• Length: 368 Pages
• Weight: 1.58 lbs.
• Dimensions: 9.4" x 1.0" x 6.1"

Customer Reviews

Great book on optimal controls

I had the pleasure of having taken my control courses at Georgia Tech while the author, Frank Lewis was a professor there. He was probably one of the best professors in this area amongst a stellar group of control professors. He explanations and presentation of the topics were concise, clear, and extremely applicable. These same traits are present in this book. One of the main knocks against control theorists is that they tend to refrain from using real world examples to illustrate their point. Dr. Lewis is quite the opposite, he believes that the real world problem is key to understanding the theory and he is never shy in using those examples. The number of examples may be a problem here, afterall, students live and die by the worked problem to get to understanding. This book is an excellent introductory guide to the fascinating world of optimal controls.