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
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.
(23350 views)
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).
(9880 views)
Advanced Model Predictive Controlby Tao Zheng - InTech
Model Predictive Control refers to a class of control algorithms in which a dynamic process model is used to predict and optimize process performance. From lower request to complicated process plants, MPC has been accepted in many practical fields.
(14405 views)
An Introduction to Nonlinearity in Control Systemsby Derek Atherton - BookBoon
The book is concerned with the effects of nonlinearity in feedback control systems and techniques which can be used to design feedback loops containing nonlinear elements. The material is of an introductory nature but hopefully gives an overview.
(13547 views)