By Jon H. Davis
"This quantity is a textbook on linear keep an eye on platforms with an emphasis on stochastic optimum regulate with answer tools utilizing spectral factorization according to the unique procedure of N. Wiener. Continuous-time and discrete-time types are offered in parallel…. appendices introduce useful analytic innovations and chance conception, and there are seventy seven references and an index. The chapters (except for the final ) finish with problems…. [T]he ebook offers in a transparent means very important strategies of keep watch over concept and will be used for teaching." ―Zentralblatt Math
"This is a textbook meant to be used in classes on linear keep an eye on and filtering and estimation on (advanced) degrees. Its significant function is an advent to either deterministic and stochastic keep watch over and estimation. issues are taken care of in either non-stop time and discrete time versions…. each one bankruptcy includes difficulties and workouts, and the booklet is supplemented via appendices, the place basics on Hilbert and Banach areas, operator idea, and degree theoretic chance might be discovered. The booklet may be very helpful for college kids, but additionally for quite a few experts drawn to deterministic and stochastic keep watch over and filtering." ―Applications of Mathematics
"The power of the publication below evaluate lies within the collection of really good themes it includes, that could now not be present in this way in different places. additionally, the 1st part could make an outstanding commonplace direction in linear control." ―Journal of the Indian Institute of Science
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