Optimal Control and Estimation (Dover Books on Advanced Mathematics)

Book Description

Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing application of basic concepts to real problems.

Customer Reviews:

You can find stuff here you can find nowhere else........2003-09-11

This book has been less influential on me than some others but nontheless I use it to find information on material that is almost impossible to find elsewhere in any kind of reasonable time. A broad range of topics is covered, not just optimal control. This has been particularly useful in understanding some the actual designs I have been asked to analyze.

Awesome grad level controls text........2000-03-30

Very good treatment of Kalman filter

Optimal Estimation: With an Introduction to Stochastic Control Theory

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Optimal Estimation: With an Introduction to Stochastic Control Theory
Frank L. Lewis
Manufacturer: Wiley-Interscience
ProductGroup: Book
Binding: Hardcover

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ASIN: 0471837415

Book Description

Describes the use of optimal control and estimation in the design of robots, controlled mechanisms, and navigation and guidance systems. Covers control theory specifically for students with minimal background in probability theory. Presents optimal estimation theory as a tutorial with a direct, well-organized approach and a parallel treatment of discrete and continuous time systems. Gives practical examples and computer simulations. Provides enough mathematical rigor to put results on a firm foundation without an overwhelming amount of proofs and theorems.

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Discrete-time Stochastic Systems
Torsten Söderström
Manufacturer: Springer
ProductGroup: Book
Binding: Paperback

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Introduction to Stochastic Control Theory

ASIN: 1852336498

Book Description

Discrete-time Stochastic Systems gives a comprehensive introduction to the estimation and control of dynamic stochastic systems and provides complete derivations of key results such as the basic relations for Wiener filtering. The book covers both state-space methods and those based on the polynomial approach. Similarities and differences between these approaches are highlighted. Some non-linear aspects of stochastic systems (such as the bispectrum and extended Kalman filter) are also introduced and analysed. The books chief features are as follows: inclusion of the polynomial approach provides alternative and simpler computational methods than simple reliance on state-space methods; algorithms for analysis and design of stochastic systems allow for ease of implementation and experimentation by the reader; the highlighting of spectral factorization gives appropriate emphasis to this key concept often overlooked in the literature; explicit solutions of Wiener problems are handy schemes, well suited for computations compared with more commonly available but abstract formulations; complex-valued models that are directly applicable to many problems in signal processing and communications. Changes in the second edition include: additional information covering spectral factorisation and the innovations form; the chapter on optimal estimation being completely rewritten to focus on a posterior estimates rather than maximum likelihood; new material on fixed lag smoothing and algorithms for solving Riccati equations are improved and more up to date; new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control. Discrete-time Stochastic Systems is primarily of benefit to students taking M.Sc. courses in stochastic estimation and control, electronic engineering and signal processing but may also be of assistance for self study and as a reference.

Applied Optimal Control and Estimation; Digital Design and Implementation

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Applied Optimal Control and Estimation; Digital Design and Implementation
Frank Lewis
Manufacturer: Prentice Hall PTR
ProductGroup: Book
Binding: Textbook Binding

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ASIN: 013040361X

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This book covers optimal design for multi-input/multi-output (MIMO) systems, providing not only the theoretical background, but also practical implementation techniques for control and estimation algorithms. Real-time implementation methods for a wide range of industries and control problems are detailed, including control of computer disk drives, chemical process control, and aircraft control. The book puts modern control design tools - based on solving matrix equation - well within the reach of the individual design engineer. You'll see how to design control systems using software programs, simulate these controllers on digital controllers, and then implement digital controllers on actual processors using digital signal processors (DSPs). Appropriate

Applied Optimal Control: Optimization, Estimation, and Control. First Edition.

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Applied Optimal Control: Optimization, Estimation, and Control. First Edition.
Arthur Bryson
Manufacturer: Ginn and Company 1969.
ProductGroup: Book
Binding: Hardcover
ASIN: B000L593KW

Constrained Control and Estimation: An Optimization and Control Engineering (Communications and Control Engineering)

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Constrained Control and Estimation: An Optimization and Control Engineering (Communications and Control Engineering)
Graham Goodwin
Manufacturer: Springer-Verlag, Inc.
ProductGroup: Book
Binding: Hardcover

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ASIN: 1852335483

Book Description

Recent developments in constrained control and estimation have created a need for this comprehensive introduction to the underlying fundamental principles. These advances have significantly broadened the realm of application of constrained control.

- Using the principal tools of prediction and optimisation, examples of how to deal with constraints are given, placing emphasis on model predictive control.

- New results combine a number of methods in a unique way, enabling you to build on your background in estimation theory, linear control, stability theory and state-space methods.

- Companion web site, continually updated by the authors.

Easy to read and at the same time containing a high level of technical detail, this self-contained, new approach to methods for constrained control in design will give you a full understanding of the subject.

Control and Estimation of Systems with Input/Output Delays (Lecture Notes in Control and Information Sciences)

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Control and Estimation of Systems with Input/Output Delays (Lecture Notes in Control and Information Sciences)
Huanshui Zhang , and Lihua Xie
Manufacturer: Springer
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Binding: Paperback

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ASIN: 354071118X

Book Description

Time delays exist in many engineering systems such as transportation, communication, process engineering and networked control systems. In recent years, time delay systems have attracted recurring interests from research community. Much of the effort has been focused on stability analysis and stabilization of time delay systems using the so-called Lyapunov-Krasovskii functional together with a linear matrix inequality approach, which provides an efficient numerical tool for handling systems with delays in state and/or inputs.

Recently, some more interesting and fundamental development for systems with input/output (i/o) delays has been made using time domain or frequency domain approaches. These approaches lead to analytical solutions to time delay problems in terms of Riccati equations or spectral factorizations.

This monograph presents simple analytical solutions to control and estimation problems for systems with multiple i/o delays via elementary tools such as projection. We propose a re-organized innovation analysis approach for delay systems and establish a duality between optimal control of systems with multiple input delays and smoothing estimation for delay free systems. These appealing new techniques are applied to solve control and estimation problems for systems with multiple i/o delays and state delays under both the H2 and H-infinity performance criteria.

An Engineering Approach to Optimal Control and Estimation Theory

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Unprofessional comments on a very professional book
An Excellent Book for Control Engineers
A didactic jewel for a student and gold mine for an engineer
Poorly written and useless "practical guide"

An Engineering Approach to Optimal Control and Estimation Theory
George M. Siouris
Manufacturer: Wiley-Interscience
ProductGroup: Book
Binding: Paperback

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ASIN: 0471121266

Book Description

A much-awaited guide to real-world problems in modern control and estimation

This combined text and reference deals with the design of modern control systems. It is the first book in this rapidly growing field to approach optimal control and optimal estimation from a strictly pragmatic standpoint. Sidestepping the realm of theoretical mathematics, An Engineering Approach to Optimal Control and Estimation Theory offers realistic and workable solutions that can be put to immediate use by electrical and mechanical engineers in aerospace and in many other applications.

The author draws on his extensive experience in research and development from industry, government, and academia to present systematic, accessible coverage of all important topics, including:

All basic mathematics needed to apply subsequent information
A historical perspective on the evolution of modern control and estimation theory
All major concepts relevant to the design of modern control systemsâfrom the Kalman filter, to linear regulators, to decentralized Kalman filters
Practical examples useful in applying the principles under discussion
Problems at the end of each chapter
Carefully selected references from the vast number of books published on this subject
Appendixes reviewing matrix algebra that is central to modern control theory, as well as matrix subroutines, useful to both students and practicing engineers

Optimal Control and Estimation Theory

Optimal control and optimal estimation have seen tremendous growth over the past three decades, owing to major advances in aerospace and other types of engineering. Optimal control and estimation theory is crucial to the design of modern control systems; for instance, navigation, mobile robotics, or automated vehicles and aircraft. It ensures that variables such as temperatures or pressure are kept in check, regardless of the disturbance the system undergoes.

Despite the proliferation of books on the subject, most of the material published in this area is highly theoretical, and approaches the subject in a "theorem-proof" fashion, which is more appropriate to mathematics than to an engineering text. As its title suggests, An Engineering Approach to Optimal Control and Estimation Theory provides a practical and accessible guide, focusing on applications and implementation, and answering real-world questions faced by control engineers.

In its highly organized overview of all areas, the book examines the design of modern optimal controllers requiring the selection of a performance criterion, demonstrates optimization of linear systems with bounded controls and limited control effort, and considers nonlinearities and their effect on various types of signals.

Covering all the basics, the book deals with the evolution of optimal control and estimation theory, and presents the necessary mathematical background needed for this study. It also lists references and problems, and supplies appendixes for those wishing to delve into matrix algebra. Throughout, it offers opportunities for experimentation, while discussing analysis, various filtering methods, and many other pertinent topics.

An Engineering Approach to Optimal Control and Estimation Theory is an invaluable, self-contained reference for practicing engineers, a useful text for graduate students and qualified senior undergraduates, and an important resource for anyone interested in the future of modern control technology.

Customer Reviews:

Unprofessional comments on a very professional book.......1999-01-06

I am using "An Engineering Approach to Optimal Control and Estimation Theory" by G. Siouris for sometime as the main guidance material for solving some practical problems. The book is excellent. It provides straight forward answers to all development and implementation-related questions that have been raised by engineers and applied scientists working in the relevant areas. After reading the comment put by C. Bernard on www.amazon.com I had to take a second look at this book. The book indeed is excellent! It does contain some typos but these typos can mislead only a layman, and fortunately, it is virtually impossible to find a layman among those who implement Optimal Control and Estimation Theory in real life projects. An engineering student would enjoy the way the material is presented, and would not be obstructed by typos. Moreover, I found C. Bernard's comment quite inappropriate. It is not aimed at the improvement of the book but seems to reflect some personal motives. I hope that with the help of readers like myself G. Siouris will fix the typos in the second edition and C. Bernard will learn some good Internet manners.

An Excellent Book for Control Engineers.......1998-12-13

As an industrial control engineer and a reader of "An Engineering Approach to Optimal Control and Estimation Theory", I would like to recommend it to my colleagues. This book aims at making some complicated topics accessible to general readers (such as engineers and practitioners) rather than scaring them away by lengthy derivation of mathematics without practical context.

This elementary treatise seems to have covered most important aspects of theoretical fundamentals, such as stochastic processes, parameter estimation, filtering techniques, regulation control, tracking control, and optimal control. And yet what is good and perhaps unique about this book is its practical examples and many exercises, which I found very helpful in my reading and learning the subject. This really is a book written by an engineer for engineers.

Certainly nothing is perfect, not even many texts written by "applied" mathematicians. In this concern, I would like to bring readers' attention to the book author's self-corrections of typographical errors which was published as errata in the IEEE AES Systems Magazine, in the January issue of 1997. I think the author found most typos and published them for correction soon after the book was placed in the market. Along with his list of corrections is a nice book review article written by an engineering professor of Argentina (in a much more professional manner than what I surprisingly see in the above). These should help the readers contrast the above unprofessional comments with a fair judgement about this book.

A didactic jewel for a student and gold mine for an engineer.......1998-12-01

Recently I had a chance to read Dr. Siouris' excellent book "An Engineering Approach to Optimal Control and Estimation Theory." As a practicing engineering manager, I found this authoritative modern book written clearly and with good didactic style, which should appeal to engineers and students dealing with the applications of optimal control theory. In spite of some typographical errors, typical of a first edition,and which the careful reader can easily spot, I rate this book very highly. Moreover, such blemishes can be detected very easily and corrected by an instructor, and do not detract from my conclusion that the book can be highly recommended. As a matter of fact, the author himself discovered these typos and subsequently published them in the IEEE AES Magazine's January 1997 issue. I myself, which any reviewer with professionalism and decency, brought some of these errors to the author's attention. Finally, this book is a must reading for every practicing engineer in the areas of computer engineering, guidance and control, business management, economics, etc.

Poorly written and useless "practical guide".......1998-09-23

"An Engineering Approach to Optimal Control and Estimation Theory" is the most amazing piece of rubbish I have found at that price in my life ! I wonder whether the author even knows what proofreading means. The book is so full with mistakes, typos, false or misleading statements, that I becomes unreadable. You can open it at almost any page and find a severe mistake.

The author argues that the book is aimed at engineers, and not theorists. This is no excuse for so many errors.

This book gives the overall impression that it has been written once and never proofread, by an author who maybe bet that his name would compensate for very poor writing.

Book Description

Introduction to Optimal Estimation is an introductory but comprehensive treatment of the important topics of Kalman and Wiener filtering. In addition, least-squares, maximum-likelihood and maximum a posteriori (based on discrete-time measurements) estimation are developed, covering a broad range of techniques in a single textbook. Emphasis is placed on showing how these different approaches can be fitted together to form a systematic rationale for optimal estimation. The different matters to be addressed in actually computing estimates and characterizing the properties of estimates viewed as random variables are explained and underlined throughout. The text also incorporates study of nonlinear filtering, focusing on the extended Kalman filter and on a recently-developed nonlinear estimator based on a block-form version of the Levenberg-Marquardt algorithm. Introduction to Optimal Estimation is for use in a single course (or, with judicious pruning, a one-quarter course) on estimation by senior undergraduates or first-year graduate students. A number of the examples in this text were fashioned using MATLABÂ® and some of the homework problems require it. Students using this book will need to have completed a standard course on probability and random variables and at least one course in signals and systems including state-space theory for linear systems.

Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition (Automation and Control Engineering)

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Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition (Automation and Control Engineering)
Frank L. Lewis , Lihua Xie , and Dan Popa
Manufacturer: CRC
ProductGroup: Book
Binding: Hardcover

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ASIN: 0849390087

Book Description

More than a decade ago, world-renowned control systems authority Frank L. Lewis introduced what would become a standard textbook on estimation, under the title Optimal Estimation, used in top universities throughout the world. The time has come for a new edition of this classic text, and Lewis enlisted the aid of two accomplished experts to bring the book completely up to date with the estimation methods driving today's high-performance systems. A Classic Revisited Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition reflects new developments in estimation theory and design techniques. As the title suggests, the major feature of this edition 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. Modern Tools for Tomorrow's Engineers This text 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 MATLABÂ® code allows students to gain hands-on experience with industry-standard software tools for a wide variety of applications. This cutting-edge and highly interactive text makes teaching, and learning, estimation methods easier and more modern than ever.

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