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Optimal and Robust Estimation
With an Introduction to Stochastic Control Theory, Second Edition
Sofort lieferbar | Lieferzeit: Sofort lieferbar I
ISBN-13:
9781351837545
Veröffentl:
2017
Seiten:
552
Autor:
Frank L. Lewis
eBook Typ:
EPUB
eBook Format:
EPUB
Kopierschutz:
2 - DRM Adobe
Sprache:
Englisch
Beschreibung:
The updated edition of this classic text reflects new developments in estimation theory and design techniques. The major feature of this text is the inclusion of robust methods. Three new chapters cover the robust Kalman filter, H-infinity filtering, and H-infinity filtering of discrete-time systems. The book overflows with examples that highlight practical applications of the theory and concepts. Design algorithms appear conveniently in tables, allowing students quick reference, easy implementation into software, and intuitive comparisons for selecting the best algorithm for a given application. In addition, downloadable MATLAB® code allows readers to gain hands-on experience.
OPTIMAL ESTIMATION. Classical Estimation Theory. Discrete-Time Kalman Filter. Continuous-Time Kalman Filter. Kalman Filter Design and Implementation. Estimation for Nonlinear Systems. ROBUST ESTIMATION. Robust Kalman Filter. H-Infinity Filtering of Continuous-Time Systems. H-Infinity Filtering of Discrete-Time Systems. OPTIMAL STOCHASTIC CONTROL. Stochastic Control for State Variable Systems. Stochastic Control for Polynomial Systems. Appendix A: Review of Matrix Algebra. References. Index.
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