Optimal Control and Estimation

by Robert F. Stengel

"An excellent introduction to optimal control and estimation theory and its relationship with LQG design. . . . invaluable as a reference for those already familiar with the subject." — Automatica. This highly regarded graduate-level text provides a comprehensive introduction to optimal control theory for stochastic systems, emphasizing application of its basic concepts to real problems. The first two chapters introduce optimal control and review the mathematics of control and estimation. Chapter 3 addresses optimal control of systems that may be nonlinear and time-varying, but whose inputs and parameters are known without error. Chapter 4 of the book presents methods for estimating the dynamic states of a system that is driven by uncertain forces and is observed with random measurement error. Chapter 5 discusses the general problem of stochastic optimal control, and the concluding chapter covers linear time-invariant systems. Robert F. Stengel is Professor of Mechanical and Aerospace Engineering at Princeton University, where he directs the Topical Program on Robotics and Intelligent Systems and the Laboratory for Control and Automation. He was a principal designer of the Project Apollo Lunar Module control system. "An excellent teaching book with many examples and worked problems which would be ideal for self-study or for use in the classroom. . . . The book also has a practical orientation and would be of considerable use to people applying these techniques in practice." — Short Book Reviews, Publication of the International Statistical Institute. "An excellent book which guides the reader through most of the important concepts and techniques. . . . A useful book for students (and their teachers) and for those practicing engineers who require a comprehensive reference to the subject." — Library Reviews, The Royal Aeronautical Society.

Genres: Reference, Mathematics, Engineering

674 pages, Kindle Edition

First published September 20, 1994

Reviews

[Uiskifres · Rating 1 out of 5]

One of the worst books in history.

Not a single proof is provided, concepts and passages are not carried on but ..stated (without any justification most of the time). The whole theory of 'Optimal Control' is completely based on 'Calculus of Variations', but Mr. Stengel seemed not to care about that, what in Calculus of Variations are called 'Functionals' here become simple functions, and are treated like so, with the inevitable crash and total incoherence of concepts this can cause..

This book is one of the worst start in Optimal Control you can have, also with the risk to undermine many of the previous concepts of Calculus I and II you remember..

I personally advice you to start out with Optimal Control Theory: An Introduction by Donald E. Kirk or with the more advanced Calculus of Variations and Optimal Control Theory: A Concise Introduction by Daniel Liberzon

[Michiel · Rating 4 out of 5]

Good manual for control theory. Would recommend it as a (budget friendly) reference.