Download or read book Optimal Estimation in Uncertain Stochastic Discrete Time Systems written by Andrei V. Borisov and published by . This book was released on 1991 with total page 16 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Optimal Control and Estimation written by Robert F. Stengel and published by Courier Corporation. This book was released on 1994-09-20 with total page 716 pages. Available in PDF, EPUB and Kindle. Book excerpt: "An excellent introduction to optimal control and estimation theory and its relationship with LQG design. . . . invaluable as a reference for those already familiar with the subject." — Automatica. 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. The first two chapters introduce optimal control and review the mathematics of control and estimation. Chapter 3 addresses optimal control of systems that may be nonlinear and time-varying, but whose inputs and parameters are known without error. 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 5 discusses the general problem of stochastic optimal control, and the concluding chapter covers linear time-invariant systems. Robert F. 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. 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. . . . 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. . . . 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.
Download or read book Stochastic Optimal Estimation and Control of Linear Discrete Time Systems with Time Delay written by Glen Robert Allgaier and published by . This book was released on 1971 with total page 316 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Optimal and Robust Estimation written by Frank L. Lewis and published by CRC Press. This book was released on 2017-12-19 with total page 638 pages. Available in PDF, EPUB and Kindle. Book excerpt: More than a decade ago, world-renowned control systems authority Frank L. Lewis introduced what would become a standard textbook on estimation, under the title Optimal Estimation, used in top universities throughout the world. The time has come for a new edition of this classic text, and Lewis enlisted the aid of two accomplished experts to bring the book completely up to date with the estimation methods driving today's high-performance systems. A Classic Revisited Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition reflects new developments in estimation theory and design techniques. As the title suggests, the major feature of this edition is the inclusion of robust methods. Three new chapters cover the robust Kalman filter, H-infinity filtering, and H-infinity filtering of discrete-time systems. Modern Tools for Tomorrow's Engineers This text overflows with examples that highlight practical applications of the theory and concepts. Design algorithms appear conveniently in tables, allowing students quick reference, easy implementation into software, and intuitive comparisons for selecting the best algorithm for a given application. In addition, downloadable MATLAB® code allows students to gain hands-on experience with industry-standard software tools for a wide variety of applications. This cutting-edge and highly interactive text makes teaching, and learning, estimation methods easier and more modern than ever.
Download or read book Discrete time Stochastic Systems written by Torsten Söderström and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 387 pages. Available in PDF, EPUB and Kindle. Book excerpt: This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition includes improved and updated material, and a new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.
Download or read book Optimization of Stochastic Systems written by Masanao Aoki and published by Academic Press. This book was released on 1967-01-01 with total page 374 pages. Available in PDF, EPUB and Kindle. Book excerpt: Optimization of Stochastic Systems is an outgrowth of class notes of a graduate level seminar on optimization of stochastic systems. Most of the material in the book was taught for the first time during the 1965 Spring Semester while the author was visiting the Department of Electrical Engineering, University of California, Berkeley. The revised and expanded material was presented at the Department of Engineering, University of California, Los Angeles during the 1965 Fall Semester. The systems discussed in the book are mostly assumed to be of discrete-time type with continuous state variables taking values in some subsets of Euclidean spaces. There is another class of systems in which state variables are assumed to take on at most a denumerable number of values, i.e., these systems are of discrete-time discrete-space type. Although the problems associated with the latter class of systems are many and interesting, andalthough they are amenable to deep analysis on such topics as the limiting behaviors of state variables as time indexes increase to infinity, this class of systems is not included here, partly because there are many excellent books on the subjects and partly because inclusion of these materials would easily double the size of the book.
Download or read book Optimal Estimation written by Frank L. Lewis and published by Wiley-Interscience. This book was released on 1986-04-15 with total page 408 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.
Download or read book Stochastic Optimal Estimation and Control for Discrete Linear Systems with Multiple Time Delays written by Abdulrahman Mohammed El-Dahash and published by . This book was released on 1973 with total page 330 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Optimization of Stochastic Systems written by Masanao Aoki and published by . This book was released on 1989 with total page 440 pages. Available in PDF, EPUB and Kindle. Book excerpt: From the Preface The first edition of this book was written mainly for audiences with physical science and engineering backgrounds. Nevertheless, it reached some readers with economic and management science training. Analytical training of graduate students in economics and management sciences had progressed much in the last 20 years, and many new research results and optimization algorithms have also become available. My own interest in the meantime has shifted to the analysis of dynamics and optimization problems of economic and management science origin. With these developments and changes, I decided to rewrite much of the first edition to make it more accessible to graduate students and professionals in social sciences. I have also incorporated some new analytic tools that I deem useful in analyzing the dynamic and stochastic problems which confront these readers. I hope that my efforts successfully bring intertemporal optimization problems closer to economics professionals. New topics introduced into this second edition appear mostly in Chapters 2, 4, 5, 6, and 8. Martingales and martingale differences are introduced early in Chapter 2. Some limit theorems and asymptotic properties of linear state space models driven by martingale differences are presented. Because many excellent books are available on martingales and their limit theorems, derivations and proofs are mostly sketchy, and readers are referred to these sources. The results in Chapteer 2 are applied in Chapters 5, 6, and 8, among other places. The notion of dynamic aggregation and its relation to cointegration and error-correction models are developed in Chapter 4. Some recursive parameter estimation schemes and their statistical properties are included in Chapters 5 and 6. Here again, books devoted entirely to these topics are available in the literature, and much had to be omitted to keep the second edition to a manageable size. In an appendix to Chapter 7, a potentially very powerful tool in proving convergence of adaptive schemes is outlined. Rational expectations models and their solution methods are developed in Chapter 8 because of their wide-spread interest to economists. A very important class of problems in sequential decision problems revolves around questions of approximating nonlinear dynamics or more generally complex situations with a sequence of less complex ones. Chapter 9 does not begin to do justice to this class of problems but is included as being suggestive of works to be done. When I first started contemplating the revision of the first edition, I benefited from a list of excellent suggestions from Rick van der Ploeg, though I did not necessarily incorporate all of his suggestions. Conversations with Thomas Sargent and Victor Solo were useful in organizing the material into the form of the second edition. I also benefited from discussions with Hashem Pesaran and correspondences with L. Broze in finalizing Chapter 8. Some material in this book was used as lecture notes in a graduate course in the Department of Economics, University of California, Los Angeles, the winter quarter of 1987. I thank the participants in the course for many useful comments. Key Features * This major revision of the First Edition addresses optimization problems stated in stochastic difference equations, which often contain uncertain or randomly varying parameters * Presents a set of concepts and techniques useful in analyzing or controlling stochastic dynamic processes, with possible incompletely specified characteristics * It discusses basic system properties such as: * Stability and observability * Dynamic programming formulations of optimal and adaptive control problems * Parameter estimation schemes and their convergence behavior * Solution methods for rational expectations models using martingale differences
Download or read book Stochastic Optimal Linear Estimation and Control written by James S. Meditch and published by . This book was released on 1969 with total page 426 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Linear Stochastic Control Systems written by Goong Chen and published by CRC Press. This book was released on 1995-07-12 with total page 404 pages. Available in PDF, EPUB and Kindle. Book excerpt: Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Both continuous-time and discrete-time systems are thoroughly covered. Reviews of the modern probability and random processes theories and the Itô stochastic differential equations are provided. Discrete-time stochastic systems theory, optimal estimation and Kalman filtering, and optimal stochastic control theory are studied in detail. A modern treatment of these same topics for continuous-time stochastic control systems is included. The text is written in an easy-to-understand style, and the reader needs only to have a background of elementary real analysis and linear deterministic systems theory to comprehend the subject matter. This graduate textbook is also suitable for self-study, professional training, and as a handy research reference. Linear Stochastic Control Systems is self-contained and provides a step-by-step development of the theory, with many illustrative examples, exercises, and engineering applications.
Download or read book Techniques in Discrete Time Stochastic Control Systems written by and published by Academic Press. This book was released on 1995-10-20 with total page 333 pages. Available in PDF, EPUB and Kindle. Book excerpt: Praise for Previous Volumes"This book will be a useful reference to control engineers and researchers. The papers contained cover well the recent advances in the field of modern control theory."-IEEE GROUP CORRESPONDANCE"This book will help all those researchers who valiantly try to keep abreast of what is new in the theory and practice of optimal control."-CONTROL
Download or read book Introduction to Optimal Estimation written by Edward W. Kamen and published by Springer Science & Business Media. This book was released on 2012-12-06 with total page 384 pages. Available in PDF, EPUB and Kindle. Book excerpt: A handy technical introduction to the latest theories and techniques of optimal estimation. It provides readers with extensive coverage of Wiener and Kalman filtering along with a development of least squares estimation, maximum likelihood and maximum a posteriori estimation based on discrete-time measurements. Much emphasis is placed on how they interrelate and fit together to form a systematic development of optimal estimation. Examples and exercises refer to MATLAB software.
Download or read book Discrete Time Systems written by Mario Alberto Jordán and published by BoD – Books on Demand. This book was released on 2011-04-26 with total page 541 pages. Available in PDF, EPUB and Kindle. Book excerpt: Discrete-Time Systems comprehend an important and broad research field. The consolidation of digital-based computational means in the present, pushes a technological tool into the field with a tremendous impact in areas like Control, Signal Processing, Communications, System Modelling and related Applications. This book attempts to give a scope in the wide area of Discrete-Time Systems. Their contents are grouped conveniently in sections according to significant areas, namely Filtering, Fixed and Adaptive Control Systems, Stability Problems and Miscellaneous Applications. We think that the contribution of the book enlarges the field of the Discrete-Time Systems with signification in the present state-of-the-art. Despite the vertiginous advance in the field, we also believe that the topics described here allow us also to look through some main tendencies in the next years in the research area.
Download or read book Optimal Control Estimation and Compensation of Linear Discrete time Systems with Stochastic Parameters written by W. L. de Koning and published by . This book was released on 1988 with total page 30 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Optimal Control Estimation and Compensation of Linear Discrete time Systems with Stochastic Parameters written by Willem Leopold Koning and published by . This book was released on 1987 with total page 0 pages. Available in PDF, EPUB and Kindle. Book excerpt:
Download or read book Optimal linear discrete and continuous Time Estimation with uncertain system model parameters written by and published by . This book was released on 1975 with total page pages. Available in PDF, EPUB and Kindle. Book excerpt:
