Lewis, Frank L.

Optimal and robust estimation : with an introduction to stochastic control theory / Frank L. Lewis, Lihua Xie, Dan Popa - 2nd ed. - Boca Raton : CRC Press, 2008 - xxi, 523 p. : ill. ; 24 cm. - Automation and control engineering ; 26 .

Rev. ed. of: Optimal estimation. New York : Wiley, 1986

Includes bibliographical references (p. 493-500) and index

9780849390081 (hbk.) 0849390087 (hbk.) RM327.92


Stochastic control theory
Mathematical optimization