Stochastic Digital Control System Techniques

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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

Author(s): Cornelius T. Leondes (Eds.)
Series: Control and Dynamic Systems 76
Publisher: Elsevier, Academic Press
Year: 1996

Language: English
Pages: 1-427

Content:
Contributors
Pages vii-viii

Preface
Pages ix-xi

Algorithmic techniques in estimation and control for multirate sampled digital control systems Original Research Article
Pages 1-31
Ioannis S. Apostolakis

Output covariance constraint problem for periodic and multirate systems Original Research Article
Pages 33-78
Guoming G. Zhu, Robert E. Skelton

Discrete-time fake riccati equations for Kalman filtering and receding-horizon control Original Research Article
Pages 79-102
Giuseppe De Nicolao, Robert R. Bitmead, Michel Gevers

Techniques in computational stochastic dynamic programming Original Research Article
Pages 103-162
Floyd B. Hanson

Techniques in model error estimation by means of linear Kalman filtering Original Research Article
Pages 163-212
S.K. Pillai

Hybrid estimation techniques Original Research Article
Pages 213-287
X. Rong Li

Nonlinear systems modeling & identification using higher order statistics/polyspectra Original Research Article
Pages 289-322
Hosam E. Emara-Shabaik

Techniques in the maximum likelihood estimation of the covariance matrix Original Research Article
Pages 323-339
Tapio Westerlund, Seppo Karrila, Pertti M. Mäkilä, Anders Brink

Control of discrete-time hybrid stochastic systems Original Research Article
Pages 341-361
Leon Campo, Yaakov Bar-Shalom, X. Rong Li

The discrete-time kalman filter under uncertainty in noise covariances Original Research Article
Pages 363-415
Suwanchai Sangsuk-Iam, Thomas E. Bullock

Index
Pages 417-427