**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

**Electromechanisms: Automatic Controls**

by

**Roy D. Byrd**-

**Delmar Publishers**

These materials are intended to provide a meaningful experience with automatic controls for students of modern technology. The topics included provide exposure to basic principles of control systems, transducers, actuators, amplifiers, controllers.

(

**7194**views)

**Control Engineering: An introduction with the use of Matlab**

by

**Derek Atherton**-

**BookBoon**

The book covers the basic aspects of linear single loop feedback control theory. Explanations of the mathematical concepts used in classical control such as root loci, frequency response and stability methods are explained by making use of MATLAB.

(

**15865**views)

**Intelligent Control**

by

**P. J. Antsaklis**

Intelligent control describes the discipline where control methods emulate important characteristics of human intelligence. These characteristics include adaptation and learning, planning under large uncertainty and coping with large amounts of data.

(

**14568**views)

**A Course in H-infinity Control Theory**

by

**Bruce A. Francis**-

**Springer**

An elementary treatment of linear control theory with an H-infinity optimality criterion. The systems are all linear, timeinvariant, and finite-dimensional and they operate in continuous time. The book has been used in a one-semester graduate course.

(

**16322**views)