Stochastic Digital Control System Techniques: Advances in Theory and Applications

by Cornelius T. Leondes (Editor)

Overview

Praise for the Series:"This book will be a useful reference to control engineers and researchers. The papers contained cover well the recent advances in the field of modern control theory."-IEEE Group Correspondence"This book will help all those researchers who valiantly try to keep abreast of what is new in the theory and practice of optimal control."--Control

Product Details

ISBN-13:	9780080529929
Publisher:	Elsevier Science
Publication date:	05/16/1996
Series:	ISSN , #76
Sold by:	Barnes & Noble
Format:	eBook
Pages:	427
File size:	8 MB

About the Author

Cornelius T. Leondes received his B.S., M.S., and Ph.D. from the University of Pennsylvania and has held numerous positions in industrial and academic institutions. He is currently a Professor Emeritus at the University of California, Los Angeles. He has also served as the Boeing Professor at the University of Washington and as an adjunct professor at the University of California, San Diego. He is the author, editor, or co-author of more than 100 textbooks and handbooks and has published more than 200 technical papers. In addition, he has been a Guggenheim Fellow, Fulbright Research Scholar, IEEE Fellow, and a recipient of IEEE's Baker Prize Award and Barry Carlton Award.

Table of Contents

I.S. Apostolakis, Algorithmic Techniques in Estimation and Control for Multirate Sampled Digital Control Systems. G.G. Zhu and R.E. Skelton, Output Covariance Constraint Problem for Periodic and Multirate Systems. G. De Nicolao, R.R. Bitmead, and M. Gevers, Discrete-Time Fake Riccati Equations for Kalman Filtering and Receding-Horizon Control. F.B. Hanson, Techniques in Computational Stochastic Dynamic Programming. S.K. Pillai, Techniques in ModelError by Means of Linear Kalman Filtering. X.R. Li, Hybrid Estimation Techniques. H.E. Emara-Shabaik, Nonlinear Systems Modeling&Identification Using Higher Order Statistics/Polyspectra. T. Westerlund, S. Karrila, P.M. Makila, and A. Brink, Techniques in the Maximum Likelihood Estimation of the Covariance Matrix. L. Campo, Y. Bar-Shalom, and X.R. Li, Control of Discrete-Time Hybrid Stochastic Systems. S. Sangsuk-Iam and T.E. Bullock, The Discrete-Time Kalman Filter under Uncertainty in Noise Covariances. Subject Index.

Editorial Reviews

Specialists from all over the world contribute to a reference for graduate students, researchers, and engineers. Among their topics are algorithmic techniques in estimation and control for multirate sampled digital control systems, techniques in computational stochastic dynamic programming, the maximum likelihood estimation of the covariance matrix, and the discrete- time Kalman filter under uncertainty in noise covariances. Some chapters are double spaced. Annotation c. Book News, Inc., Portland, OR (booknews.com)

Booknews

This book will be a useful reference to control engineers and researchers. The papers contained cover well the recent advances in the field of modern control theory.
—IEEE Group Correspondence
"This book will help all those researchers who valiantly try to keep abreast of what is new in the theory and practice of optimal control.
—CONTROL

From the Publisher