Control Theory with Applications to Naval Hydrodynamics

Control Theory with Applications to Naval Hydrodynamics
by R. Timman

1975
ISBN/ASIN: B0006X3YWW
Number of pages: 84

Description:
The lectures present an introduction to modern control theory. Calculus of variations is used to study the problem of determining the optimal control for a deterministic system without constraints and for one with constraints. The method of dynamic programming is also used to solve the unconstrained control problem. Stochastic systems are introduced, and the Kalman-Bucy filter is derived.