Foundations of Deterministic and Stochastic Control (eBook, PDF)
Jon H. Davis
eBook, PDF

Foundations of Deterministic and Stochastic Control (eBook, PDF)

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"This volume is a textbook on linear control systems with an emphasis on stochastic optimal control with solution methods using spectral factorization in line with the original approach of N. Wiener. Continuous-time and discrete-time versions are presented in parallel.... Two appendices introduce functional analytic concepts and probability theory, and there are 77 references and an index. The chapters (except for the last two) end with problems.... [T]he book presents in a clear way important concepts of control theory and can be used for teaching." -Zentralblatt Math"This is a textbook inten...

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