| View Larger Image | Introduction to Stochastic Control Theory | Paperbackby Karl J. Astrom (Author)
| List Price: | $17.95 | | Price: | $12.21 | | You Save: | $5.74 (32%) | | | Available: | Usually ships in 24 hours |
| | Binding: | Paperback | | Publisher: | Dover Publications | | Page Count: | 320 Pages | | Publication Date: | January 06, 2006 | | Sales Rank: | 333,095rd |
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FEATURES | - ISBN13: 9780486445311
- Condition: NEW
- Notes: Brand New from Publisher. No Remainder Mark.
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EDITORIAL REVIEWS |
Product Description
This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems. 1970 edition. |
CUSTOMER REVIEWS (Average Customer Rating: 4.0 based on 1 review)
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A classic made available. by Sergio Alain Molina Garcia (Mexico city, DF, México)  4 Stars
August 13, 2008
I've had the book the first time in London in 1976. I've lent it and never came back. Today, I was looking for a book on stochastic processes and Kalman Filtering, when I came across with a suggestion to buy from amazon and I was happy to acquire once again after many years a book which I consider a good and orderly book on stochasctic control after so many years and so many advances in stochasctic control theory and applications.
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SIMILAR PRODUCTS |
| Optimal Control Theory: An Introduction
by Donald E. Kirk (Author)
Geared toward upper-level undergraduates, this text introduces three aspects of optimal control theory: dynamic programming, Pontryagin's minimum principle, and numerical techniques for trajectory optimization. Numerous problems, which introduce additional topics and illustrate basic concepts, appear throughout the text. Solution guide available upon request. 131 figures. 14 tables. 1970 edition.
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| Optimal Filtering (Dover Books on Engineering)
by Brian D. O. Anderson (Author), John B. Moore (Author)
This graduate-level text augments and extends studies of signal processing, particularly in regard to communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; the discrete-time Kalman filter; time-invariant filters; properties of Kalman filters; computational aspects; smoothing of discrete-time signals; and more. 24 figures. 1979 edition.
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| Optimal Control and Estimation (Dover Books on Advanced Mathematics)
by Robert F. Stengel (Author)
Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems.
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| Stochastic Processes and Filtering Theory
by Andrew H. Jazwinski (Author)
This unified treatment of linear and nonlinear filtering theory presents material previously available only in journals, and in terms accessible to engineering students. Its sole prerequisites are advanced calculus, theory of ordinary differential equations, and matrix analysis. Although theory is emphasized, it discusses numerous practical applications as well. 1970 edition.
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| Adaptive Control: Second Edition
by Karl J. Astrom (Author), Bjorn Wittenmark (Author)
Suitable for advanced undergraduates and graduate students, this overview introduces theoretical and practical aspects of adaptive control. It presents an excellent perspective on techniques and an active knowledge of key approaches, offering a well-developed sense of when to use adaptive techniques and when other methods are more appropriate. 1995 edition.
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