| View Larger Image | Optimal Control and Estimation (Dover Books on Advanced Mathematics) | Paperbackby Robert F. Stengel (Author)
| List Price: | $26.95 | | Price: | $17.79 | | You Save: | $9.16 (34%) | | | Available: | Usually ships in 24 hours |
| | Binding: | Paperback | | Publisher: | Dover Publications | | Page Count: | 639 Pages | | Publication Date: | September 20, 1994 | | Sales Rank: | 63,544rd |
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FEATURES | - ISBN13: 9780486682006
- Condition: NEW
- Notes: Brand New from Publisher. No Remainder Mark.
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EDITORIAL REVIEWS |
Product Description
Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems. |
CUSTOMER REVIEWS (Average Customer Rating: 5.0 based on 5 reviews)
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Excellent Book by Benjamin I. Triplett (Seattle, WA USA)  5 Stars
February 29, 2008
This is an excellent and very comprehensive book. I used it primarily to learn about state estimation. I had already taken courses on estimation, but this book was superior to the texts we used in class. It addresses many practical issues that are left out in the other textbooks that I've seen. Issues like how to determine the discrete-time process noise covariance given continuous dynamics and continuous time process noise covariance are covered by Stengel.
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Optimal Control and Estimation by Michael T. Wells (Denver, CO USA) 5 Stars
February 16, 2008
A great Mathematical Derivation of Least Squares to Weighted Least Squares and then the derivation of the Kalman Filter. Great for Undergraduate mathematicians and electrical engineers.
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Good book on nonlinear control for the budget conscious by calvinnme (Fredericksburg, Va) 5 Stars
January 19, 2008
"Fundamentals of Kalman Filtering" by Zarchan is a good book on the subject, but with a cost that exceeds one hundred dollars, this is a real stretch on the budget of college students who are just looking for some help. This book is a great one for people interested in nonlinear controls and the Kalman filter at a budget cost. The book introduces stochastic optimal control concepts for application to actual problems with sufficient theoretical background to justify their use, but not enough to get bogged down in the math. The book gives the reader with little background in control theory the tools to design practical control systems and the confidence to tackle more advanced literature - something that both the professional who is a little rusty and the student can appreciate. The reader should have mathematical maturity on the level of second year calculus.
The first chapter introduces the reader to the concept of optimal control. Chapter two provides a review of the mathematics of control and estimation. For the seasoned reader, you can proceed directly to chapter three with no real loss. Chapter 3 address optimal control of systems that may be nonlinear and time-varying but whose inputs and parameters are known. It illustrates how open-loop control policies generalize to closed-loop control laws when system dynamics are linear and the cost function is quadratic. Chapter 4 presents methods for estimating the dynamics states of a system that is driven by uncertain forces and is observed with random measurement error. Here is where the excellent discussion of the Kalman filter is located. Chapter 5 discusses the general problem of stochastic optimal control where optimal control depends on optimal estimation of feedback information. Chapter six focuses on linear time-invarient systems for which multivariable controllers can be based on linear-quadratic control laws with linear-Gaussian estimators.
The book's examples and problems are directed at confidence building, and thus most of them are rather simple and have the purpose of illustrating concepts, not getting bogged down in mathematics. There are also numerous worked out numerical examples, which is a welcome pleasure in such books that are often very theoretical. Highly recommended.
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You can find stuff here you can find nowhere else. by James H. McDuffie (Huntsville, Alabama United States) 5 Stars
September 11, 2003
This book has been less influential on me than some others but nontheless I use it to find information on material that is almost impossible to find elsewhere in any kind of reasonable time. A broad range of topics is covered, not just optimal control. This has been particularly useful in understanding some the actual designs I have been asked to analyze.
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Awesome grad level controls text. by Ashok (Saint Louis. MO. USA) 5 Stars
March 29, 2000
Very good treatment of Kalman filter
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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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| Applied Optimal Estimation
by Arthur Gelb (Editor)
written by members of the technical staff, Analytic Sciences Corp.
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| Control System Design: An Introduction to State-Space Methods (Dover Books on Engineering)
by Bernard Friedland (Author)
Introduction to state-space methods covers feedback control; state-space representation of dynamic systems and dynamics of linear systems; frequency-domain analysis; controllability and observability; and shaping the dynamic response. Additional subjects encompass linear observers; compensator design by the separation principle; linear, quadratic optimum control; random processes; and Kalman filters. 1986 edition.
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| Introduction to Stochastic Control Theory
by Karl J. Astrom (Author)
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.
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