Optimal estimation with an introduction to stochastic control theory : Frank L. Lewis

Identification And Stochastic Adaptive Control Systems Control Foundations Applications

Title Type identification and stochastic adaptive control systems & control foundations & applications PDF digital control systems volume 2 stochastic control multivariable control adaptive control applications PDF stochastic systems estimation identification and adaptive control prentice-hall information and system sciences series PDF model-based control of networked systems systems & control ...

Optimal and Robust Estimation with an Introduction to Stochastic Control Theory , Second Edition

Fifty years ago Rudolph E. Kalman published his seminal work [1], for which he recently received the 2008 National Medal of Honor from President Obama. Today, Kalman fi lters are used widely in applications ranging from space systems to medical instruments to fi nance. Every year hundreds of papers are published concerning Kalman fi lters, and this text by Lewis, Xie, and Popa has managed to do...

Application of Stochastic Optimal Control, Game Theory and Information Fusion for Cyber Defense Modelling

The present paper addresses an effective cyber defense model by applying information fusion based game theoretical approaches‎. ‎In the present paper, we are trying to improve previous models by applying stochastic optimal control and robust optimization techniques‎. ‎Jump processes are applied to model different and complex situations in cyber games‎. ‎Applying jump processes we propose some m...

Optimality Of Monetary And Fiscal Policies In Iran: An Application Of The Stochastic Optimal Control Theory

Control Theory and Economic Policy Optimization: The Origin, Achievements and the Fading Optimism from a Historical Standpoint

Economists were interested in economic stabilization policies as early as the 1930’s but the formal applications of stability theory from the classical control theory to economic analysis appeared in the early 1950’s when a number of control engineers actively collaborated with economists on economic stability and feedback mechanisms. The theory of optimal control resulting from the contributio...