**Lectures on Stochastic Control and Nonlinear Filtering**

by M. H. A. Davis

**Publisher**: Tata Institute of Fundamental Research 1984**ISBN/ASIN**: 3540133437**ISBN-13**: 9783540133438**Number of pages**: 112

**Description**:

There are actually two separate series of lectures, on controlled stochastic jump processes and nonlinear filtering respectively, and the corresponding two parts of these notes are almost disjoint. They are united however, by the common philosophy of treating Markov processes by methods of stochastic calculus.

Download or read it online for free here:

**Download link**

(450KB, PDF)

## Similar books

**Adaptive Control: Stability, Convergence, and Robustness**

by

**Shankar Sastry, Marc Bodson**-

**Prentice Hall**

The book gives the major results, techniques of analysis and new directions in adaptive systems. It presents deterministic theory of identification and adaptive control. The focus is on linear, continuous time, single-input single output systems.

(

**18087**views)

**Constructive Nonlinear Control**

by

**R. Sepulchre, M. Jankovic, P. Kokotovic**-

**Springer**

Several streams of nonlinear control theory are directed towards a constructive solution of the feedback stabilization problem. Analytic, geometric and asymptotic concepts are assembled as design tools for a wide variety of nonlinear phenomena.

(

**11769**views)

**High Performance Control**

by

**T.T. Tay, I.M.Y. Mareels, J.B. Moore**-

**Birkhauser**

Using the tools of optimal control, robust control and adaptive control, the authors develop the theory of high performance control. Topics include performance enhancement, stabilizing controllers, offline controller design, and dynamical systems.

(

**9875**views)

**Nonlinear System Theory: The Volterra/Wiener Approach**

by

**Wilson J. Rugh**-

**The Johns Hopkins University Press**

Contents: Input/Output Representations in the Time and Transform Domain; Obtaining Input/Output Representations from Differential-Equation Descriptions; Realization Theory; Response Characteristics of Stationary Systems; Discrete-Time Systems; etc.

(

**10398**views)