Description"An excellent introduction to Optimal Control and Estimation theory and its relationship with LQG design.
A useful book for students (and their teachers) and for those practicing engineers who require a comprehensive reference to the subject." -- Library Reviews, The Royal Aeronautical Society.. . . .
The book also has a practical orientation and would be of considerable use to people applying these techniques in practice." -- Short Book Reviews, Publication of the International Statistical Institute."An excellent book which guides the reader through most of the important concepts and techniques. . . .
He was a principal designer of the Project Apollo Lunar Module Control system."An excellent teaching book with many examples and worked problems which would be ideal for self-study or for use in the classroom.
Stengel is Professor of Mechanical and Aerospace Engineering at Princeton University, where he directs the Topical Program on Robotics and Intelligent Systems and the Laboratory for Control and Automation.
Robert F.
Chapter 5 discusses the general problem of stochastic Optimal control, and the concluding chapter covers linear time-invariant systems.
Chapter 4 of the book presents methods for estimating the dynamic states of a system that is driven by uncertain forces and is observed with random measurement error.
Chapter 3 addresses Optimal Control of systems that may be nonlinear and time-varying, but whose inputs and parameters are known without error.
The first two chapters introduce Optimal Control and review the mathematics of Control and estimation.
This highly regarded graduate-level text provides a comprehensive introduction to Optimal Control theory for stochastic systems, emphasizing application of its basic concepts to real problems. invaluable as a reference for those already familiar with the subject." -- Automatica. . . .
Description"An excellent introduction to Optimal Control and Estimation theory and its relationship with LQG design
