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Author:   Agamirza E. Bashirov
Publisher:   Birkhauser Verlag AG
Imprint:   Birkhauser Verlag AG
Dimensions:   Width: 15.50cm , Height: 2.00cm , Length: 23.50cm
Weight:   1.530kg
ISBN:  

9783764369996

ISBN 10:   376436999
Pages:   338
Publication Date:   23 January 2003
Audience:   Professional and scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

1 Basic Elements of Functional Analysis.- 1.1 Sets and Functions.- 1.2 Abstract Spaces.- 1.3 Linear Operators.- 1.4 Weak Convergence.- 2 Basic Concepts of Analysis in Abstract Spaces.- 2.1 Continuity.- 2.2 Differentiability.- 2.3 Measurability.- 2.4 Integrability.- 2.5 Integral and Differential Operators.- 3 Evolution Operators.- 3.1 Main Classes of Evolution Operators.- 3.2 Transformations of Evolution Operators.- 3.3 Operator Riccati Equations.- 3.4 Unbounded Perturbation.- 4 Partially Observable Linear Systems.- 4.1 Random Variables and Processes.- 4.2 Stochastic Modelling of Real Processes.- 4.3 Stochastic Integration in Hilbert Spaces.- 4.4 Partially Observable Linear Systems.- 4.5 Basic Estimation in Hilbert Spaces.- 4.6 Improving the Brownian Motion Model.- 5 Separation Principle.- 5.1 Setting of Control Problem.- 5.2 Separation Principle.- 5.3 Generalization to a Game Problem.- 5.4 Minimizing Sequence.- 5.5 Linear Regulator Problem.- 5.6 Existence of Optimal Control.- 5.7 Concluding Remarks.- 6 ntrol and Estimation under Correlated White Noises.- 6.1 Estimation: Preliminaries.- 6.2 Filtering.- 6.3 Prediction.- 6.4 Smoothing.- 6.5 Stochastic Regulator Problem.- 7 Control and Estimation under Colored Noises.- 7.1 Estimation.- 7.2 Stochastic Regulator Problem.- 8 Control and Estimation under Wide Band Noises.- 8.1 Estimation.- 8.2 More About the Optimal Filter.- 8.3 Stochastic Regulator Problem.- 9 Control and Estimation under Shifted White Noises.- 9.1 Preliminaries.- 9.2 State Noise Delaying Observation Noise: Filtering.- 9.3 State Noise Delaying Observation Noise: Prediction.- 9.4 State Noise Delaying Observation Noise: Smoothing.- 9.5 State Noise Delaying Observation Noise: Stochastic Regulator Prob-lem.- 9.6 Concluding Remarks.- 10 Control and Estimation underShifted White Noises (Revised).- 10.1 Preliminaries.- 10.2 Shifted White Noises and Boundary Noises.- 10.3 Convergence of Wide Band Noise Processes.- 10.4 State Noise Delaying Observation Noise.- 10.5 State Noise Anticipating Observation Noise.- 11 Duality.- 11.1 Classical Separation Principle and Duality.- 11.2 Extended Separation Principle and Duality.- 11.3 Innovation Process for Control Actions.- 12 Controllability.- 12.1 Preliminaries.- 12.2 Controllability: Deterministic Systems.- 12.3 Controllability: Stochastic Systems.- Comments.- Bibiography.- Index of Notation.

Reviews

The book is very well and carefully written. It is an excellent reference on the complete sets of equations for the optimal controls and for the optimal filters under wide band noises and shifted white noises and their possible application to navigation of spacecraft. Independently, it can serve as a useful reference on the part of functional analysis that is needed for problems of infinite-dimensional linear systems theory. The book is written for both applied mathematicians and theoretically oriented engineers as well as for students at a graduate level. The control community will find this reference an important contribution to the modern control and estimation theory literature. --Mathematical Reviews This book deals with key issues in control theory, namely the interaction between optimal control and observation and/or estimation issues!. The book!will be of interest to researchers in optimal control and estimation. --Zentralblatt Math

The book is very well and carefully written. It is an excellent reference on the complete sets of equations for the optimal controls and for the optimal filters under wide band noises and shifted white noises and their possible application to navigation of spacecraft. Independently, it can serve as a useful reference on the part of functional analysis that is needed for problems of infinite-dimensional linear systems theory. The book is written for both applied mathematicians and theoretically oriented engineers as well as for students at a graduate level. The control community will find this reference an important contribution to the modern control and estimation theory literature. <p>a Mathematical Reviews <p> This book deals with key issues in control theory, namely the interaction between optimal control and observation and/or estimation issuesa ]. The booka ]will be of interest to researchers in optimal control and estimation. <p>a Zentralblatt Math

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