This augmented edition of a respected text teaches the reader howto uselinear quadratic Gaussian methods effectivelyfor the design of control systems. It explores linear optimal control theory from an engineering viewpoint, with step-by-step explanations that show clearly how to make practical use of the material. The three-part treatment begins with the basic theory of the linear regulator/tracker for time-invariant and time-varying systems. The Hamilton-Jacobi equation is introduced using the Principle of Optimality, and the infinite-time problem is considered. The second part outlines...
This augmented edition of a respected text teaches the reader howto uselinear quadratic Gaussian methods effectivelyfor the design of control systems....
As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and other working with Hidden Markov Models the corrected 3rd printing of this volume contains clarifications, improvements and some new material, including results on smoothing for linear Gaussian dynamics.
In Chapter 2 the derivation of the basic filters related to the Markov chain are each presented explicitly, rather than as special cases of one general filter. Furthermore, equations for smoothed estimates are given. The dynamics for the...
As more applications are found, interest in Hidden Markov Models continues to grow. Following comments and feedback from colleagues, students and o...
This work is aimed at mathematics and engineering graduate students and researchers in the areas of optimization, dynamical systems, control sys- tems, signal processing, and linear algebra. The motivation for the results developed here arises from advanced engineering applications and the emer- gence of highly parallel computing machines for tackling such applications. The problems solved are those of linear algebra and linear systems the- ory, and include such topics as diagonalizing a symmetric matrix, singular value decomposition, balanced realizations, linear programming, sensitivity...
This work is aimed at mathematics and engineering graduate students and researchers in the areas of optimization, dynamical systems, control sys- tems...
