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Foundations of Deterministic and Stochastic Control

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Cover of 'Foundations of Deterministic and Stochastic Control'

Table of Contents

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    Book Overview
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    Chapter 1 State Space Realizations
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    Chapter 2 Least Squares Control
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    Chapter 3 Stability Theory
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    Chapter 4 Random Variables and Processes
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    Chapter 5 Kalman-Bucy Filters
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    Chapter 6 Continuous Time Models
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    Chapter 7 The Separation Theorem
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    Chapter 8 Luenberger Observers
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    Chapter 9 Nonlinear and Finite State Problems
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    Chapter 10 Wiener-Hopf Methods
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    Chapter 11 Distributed System Regulators
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    Chapter 12 Filters Without Riccati Equations
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    Chapter 13 Newton’s Method for Riccati Equations
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    Chapter 14 Numerical Spectral Factorization
Attention for Chapter 13: Newton’s Method for Riccati Equations
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