LEADER 04937nam 22007933u 450 001 9911006807003321 005 20230802010939.0 010 $a0-486-13481-4 010 $a1-62198-652-7 035 $a(CKB)2550000001186534 035 $a(EBL)1894785 035 $a(SSID)ssj0001002759 035 $a(PQKBManifestationID)12472980 035 $a(PQKBTitleCode)TC0001002759 035 $a(PQKBWorkID)11014736 035 $a(PQKB)10773286 035 $a(MiAaPQ)EBC1894785 035 $a(Au-PeEL)EBL1894785 035 $a(CaONFJC)MIL565905 035 $a(OCoLC)868270990 035 $a(EXLCZ)992550000001186534 100 $a20141222d2012|||| u|| | 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aOptimal Control and Estimation 205 $a1st ed. 210 $aNewburyport $cDover Publications$d2012 215 $a1 online resource (1131 p.) 225 1 $aDover Books on Mathematics 300 $aDescription based upon print version of record. 311 08$a0-486-68200-5 311 08$a1-306-34654-1 327 $aDover Books on Mathematics; Title Page; Dedication; Copyright Page; PREFACE TO THE DOVER EDITION; PREFACE TO THE FIRST EDITION; Table of Contents; 1 - INTRODUCTION; 1.1 FRAMEWORK FOR OPTIMAL CONTROL; 1.2 MODELING DYNAMIC SYSTEMS; 1.3 OPTIMAL CONTROL OBJECTIVES; 1.4 OVERVIEW OF THE BOOK; PROBLEMS; REFERENCES; 2 - THE MATHEMATICS OF CONTROL AND ESTIMATION; 2.1 SCALARS, VECTORS, AND MATRICES; 2.2 MATRIX PROPERTIES AND OPERATIONS; 2.3 DYNAMIC SYSTEM MODELS AND SOLUTIONS; 2.4 RANDOM VARIABLES, SEQUENCES, AND PROCESSES; 2.5 PROPERTIES OF DYNAMIC SYSTEMS; 2.6 FREQUENCY DOMAIN MODELING AND ANALYSIS 327 $aPROBLEMSREFERENCES; 3 - OPTIMAL TRAJECTORIES AND NEIGHBORING- . OPTIMAL SOLUTIONS; 3.1 STATEMENT OF THE PROBLEM; 3.2 COST FUNCTIONS; 3.3 PARAMETRIC OPTIMIZATION; 3.4 CONDITIONS FOR OPTIMALITY; 3.5 CONSTRAINTS AND SINGULAR CONTROL; 3.6 NUMERICAL OPTIMIZATION; 3.7 NEIGHBORING-OPTIMAL SOLUTIONS; PROBLEMS; REFERENCES; 4 - OPTIMAL STATE ESTIMATION; 4.1 LEAST-SQUARES ESTIMATES OF CONSTANT VECTORS; 4.2 PROPAGATION OF THE STATE ESTIMATE AND ITS UNCERTAINTY; 4.3 DISCRETE-TIME OPTIMAL FILTERS AND PREDICTORS; 4.4 CORRELATED DISTURBANCE INPUTS AND MEASUREMENT NOISE 327 $a4.5 CONTINUOUS-TIME OPTIMAL FILTERS AND PREDICTORS4.6 OPTIMAL NONLINEAR ESTIMATION; 4.7 ADAPTIVE FILTERING; PROBLEMS; REFERENCES; 5 - STOCHASTIC OPTIMAL CONTROL; 5.1 NONLINEAR SYSTEMS WITH RANDOM INPUTS AND PERFECT MEASUREMENTS; 5.2 NONLINEAR SYSTEMS WITH RANDOM INPUTS AND IMPERFECT MEASUREMENTS; 5.3 THE CERTAINTY-EQUIVALENCE PROPERTY OF LINEAR-QUADRATIC-GAUSSIAN CONTROLLERS; 5.4 LINEAR, TIME-INVARIANT SYSTEMS WITH RANDOM INPUTS AND IMPERFECT MEASUREMENTS; PROBLEMS; REFERENCES; 6 - LINEAR MULTIVARIABLE CONTROL; 6.1 SOLUTION OF THE ALGEBRAIC RICCATI EQUATION 327 $a6.2 STEADY-STATE RESPONSE TO COMMANDS6.3 COST FUNCTIONS AND CONTROLLER STRUCTURES; 6.4 MODAL PROPERTIES OF OPTIMAL CONTROL SYSTEMS; 6.5 ROBUSTNESS OF LINEAR-QUADRATIC REGULATORS; 6.6 ROBUSTNESS OF STOCHASTIC-OPTIMAL REGULATORS; 6.7 FOOTNOTE ON ADAPTIVE CONTROL; PROBLEMS; REFERENCES; EPILOGUE; INDEX; ABOUT THE AUTHOR; A CATALOG OF SELECTED DOVER BOOKS IN SCIENCE AND MATHEMATICS 330 $a ""An excellent introduction to optimal control and estimation theory and its relationship with LQG design. . . . invaluable as a reference for those already familiar with the subject."" - Automatica. This highly regarded graduate-level text provides a comprehensive introduction to optimal control theory for stochastic systems, emphasizing application of its basic concepts to real problems. The first two chapters introduce optimal control and review the mathematics of control and estimation. Chapter 3 addresses optimal control of systems that may be nonlinear and time-varying, but whose input 410 0$aDover Books on Mathematics 606 $aControl theory 606 $aMathematical optimization 606 $aStochastic processes 606 $aControl theory 606 $aMathematical optimization 606 $aStochastic processes 606 $aCivil & Environmental Engineering$2HILCC 606 $aEngineering & Applied Sciences$2HILCC 606 $aOperations Research$2HILCC 615 4$aControl theory. 615 4$aMathematical optimization. 615 4$aStochastic processes. 615 0$aControl theory. 615 0$aMathematical optimization. 615 0$aStochastic processes. 615 7$aCivil & Environmental Engineering 615 7$aEngineering & Applied Sciences 615 7$aOperations Research 676 $a629.8/312 676 $a629.8312 700 $aStengel$b Robert F$059100 801 0$bAU-PeEL 801 1$bAU-PeEL 801 2$bAU-PeEL 906 $aBOOK 912 $a9911006807003321 996 $aOptimal control and estimation$91426415 997 $aUNINA