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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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