Optimal Control and Stochastic Estimation: Theory and Applications

VOLUME 1: A Time Domain Analysis of Deterministic Optimal Control Problems Frequency Domain Analysis of Deterministic Optimal Control The Asymptotic Behaviour of the Optimal Root Loci The Design of Optimal Control Systems by Cost Weight Selection Maximal Accuracy for Optimal Linear Regulators Optimal Control Structures Deterministic Industrial Control Systems VOLUME 2: A Time Domain Analysis of Filtering and Smoothing Problems Frequency Domain Analysis of Filtering and Smoothing Problems Time-domain Analysis of the Optimal Stochastic Linear Control Problem Extensions and Assessment of Time Domain Linear Quadratic Gaussian Controllers Frequency Domain Analysis of Linear Stochastic Optimal Control Problems: A Polynomial Matrix Approach Optimal Self-tuning Control Systems Stochastic Industrial Control Systems