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Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition

Optimal and Robust Estimation: With an Introduction to Stochastic Control Theory, Second Edition

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Product Details
Author:
Frank L. Lewis
Publisher:
CRC Press
Publication Date:
Jun 01, 2007
Number of pages:
552 pages
Binding:
Hardback or Cased Book
ISBN-10:
0849390087
ISBN-13:
9780849390081

Overview

The updated edition of this classic text reflects new developments in estimation theory and design techniques. The major feature of this text is the inclusion of robust methods. Three new chapters cover the robust Kalman filter, H-infinity filtering, and H-infinity filtering of discrete-time systems. The book overflows with examples that highlight practical applications of the theory and concepts. Design algorithms appear conveniently in tables, allowing students quick reference, easy implementation into software, and intuitive comparisons for selecting the best algorithm for a given application. In addition, downloadable MATLAB(R) code allows readers to gain hands-on experience.


  • | Author: Frank L. Lewis
  • | Publisher: CRC Press
  • | Publication Date: Jun 01, 2007
  • | Number of Pages: 552 pages
  • | Binding: Hardback or Cased Book
  • | ISBN-10: 0849390087
  • | ISBN-13: 9780849390081

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