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
An Introduction to Intelligent and Autonomous Controlby Panos J. Antsaklis, Kevin M. Passino (eds) - Kluwer Academic Publishers
An introduction to the field of intelligent control with a broad treatment of topics by several authors (including hierarchical / distributed intelligent control, fuzzy control, expert control, neural networks, planning systems, and applications).
(8328 views)
Principles of Control Systems Engineeringby Vincent Del Toro, Sydney R. Parker - McGraw-Hill
This is an integrated treatment of feedback control systems at the senior-graduate level. In order to emphasize the unified approach, the book is divided into five sections. Each section deals with a fundamental phase of control systems engineering.
(9432 views)
High Performance Controlby 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.
(14149 views)
Adaptive Control: Stability, Convergence, and Robustnessby 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.
(21955 views)