Optimal Control and Estimation

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Optimal Control and Estimation

Robert F. Stengel

New edition

Publisher: Dover Publications

Format: Paperback

Graduate-level text provides introduction to optimal control theory for stochastic systems, emphasizing the application of basic concepts to real problems. “An excellent introduction to optimal control and estimation theory and its relationship with LQG design. . . . invaluable as a reference for those already familiar with the subject.” — “Automatica.”

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