Optimal Control and Estimation (Dover Books on Mathematics)

Book Details:

• Publisher: Dover

• Author: Robert F. Stengel

• Language: English

• Binding: Paperback

• ISBN: 0800759682003

• Pages: 639

• Release Date: 20-09-1994

• Dimensions: 8.5 x 5.5 x 1.3 inches

About The Book:

"Optimal Control and Estimation" by Robert F. Stengel is a highly regarded graduate-level textbook offering a comprehensive introduction to optimal control theory for stochastic systems. It emphasizes the application of its core concepts to real-world problems, making it an essential resource for students, researchers, and professionals in control theory, robotics, and aerospace engineering.

The book is structured to provide a solid foundation for both optimal control and estimation theory, with a focus on systems that are subject to uncertainty. Each chapter is carefully designed to gradually build understanding:

• Chapter 1 & 2: Introduce optimal control and review the underlying mathematics of control and estimation.

• Chapter 3: Focuses on optimal control of nonlinear and time-varying systems with known inputs and parameters.

• Chapter 4: Explores dynamic state estimation in systems driven by uncertain forces and observed with random measurement error.

• Chapter 5: Discusses stochastic optimal control, covering general theoretical principles and applications.

• Final Chapter: Concludes with a detailed treatment of linear time-invariant systems.

Stengel's book is not only a comprehensive guide for academic study but also offers practical applications. It’s ideal for self-study, classroom use, or as a reference for those applying control theory techniques in robotics, aerospace, and engineering.

Praise for the Book:

• "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

• "An excellent teaching book with many examples and worked problems which would be ideal for self-study or classroom use. It also has a practical orientation, useful for engineers applying these techniques." — Short Book Reviews, International Statistical Institute

• "A useful book for students (and their teachers) and for practicing engineers who require a comprehensive reference to the subject." — Library Reviews, The Royal Aeronautical Society