Stochastic Digital Control System Techniques

Stochastic Digital Control System Techniques

Advances in Theory and Applications

1st Edition - April 17, 1996

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  • Editor: Cornelius Leondes
  • eBook ISBN: 9780080529929

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Praise for the Series:"This book will be a useful reference to control engineers and researchers. The papers contained cover well the recent advances in the field of modern control theory."-IEEE Group Correspondence"This book will help all those researchers who valiantly try to keep abreast of what is new in the theory and practice of optimal control."--Control


Electrical engineers in digital signal processing.

Table of Contents

  • I.S. Apostolakis, Algorithmic Techniques in Estimation and Control for Multirate Sampled Digital Control Systems. G.G. Zhu and R.E. Skelton, Output Covariance Constraint Problem for Periodic and Multirate Systems. G. De Nicolao, R.R. Bitmead, and M. Gevers, Discrete-Time Fake Riccati Equations for Kalman Filtering and Receding-Horizon Control. F.B. Hanson, Techniques in Computational Stochastic Dynamic Programming. S.K. Pillai, Techniques in ModelError by Means of Linear Kalman Filtering. X.R. Li, Hybrid Estimation Techniques. H.E. Emara-Shabaik, Nonlinear Systems Modeling & Identification Using Higher Order Statistics/Polyspectra. T. Westerlund, S. Karrila, P.M. Makila, and A. Brink, Techniques in the Maximum Likelihood Estimation of the Covariance Matrix. L. Campo, Y. Bar-Shalom, and X.R. Li, Control of Discrete-Time Hybrid Stochastic Systems. S. Sangsuk-Iam and T.E. Bullock, The Discrete-Time Kalman Filter under Uncertainty in Noise Covariances. Subject Index.

Product details

  • No. of pages: 427
  • Language: English
  • Copyright: © Academic Press 1996
  • Published: April 17, 1996
  • Imprint: Academic Press
  • eBook ISBN: 9780080529929

About the Serial Editor

Cornelius Leondes

Cornelius T. Leondes received his B.S., M.S., and Ph.D. from the University of Pennsylvania and has held numerous positions in industrial and academic institutions. He is currently a Professor Emeritus at the University of California, Los Angeles. He has also served as the Boeing Professor at the University of Washington and as an adjunct professor at the University of California, San Diego. He is the author, editor, or co-author of more than 100 textbooks and handbooks and has published more than 200 technical papers. In addition, he has been a Guggenheim Fellow, Fulbright Research Scholar, IEEE Fellow, and a recipient of IEEE's Baker Prize Award and Barry Carlton Award.

Affiliations and Expertise

University of California, Los Angeles, U.S.A.

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