Control theory has applications to a number of areas in engineering
and communication theory. This introductory text on the subject is
fairly self-contained, and consists of a wide range of topics that
include realization problems, linear-quadratic optimal control,
stability theory, stochastic modeling and recursive estimation
algorithms in communications and control, and distributed system
modeling.
In the early chapters methods based on Wiener--Hopf integral
equations are utilized. The fundamentals of both linear control
systems as well as stochastic control are presented in a unique way so
that the methods generalize to a useful class of distributed parameter
and nonlinear system models. The control of distributed parameter
systems (systems governed by PDEs) is based on the framework of linear
quadratic Gaussian optimization problems.
Additionally, the important notion of state space modeling of
distributed systems is examined. Basic results due to Gohberg and
Krein on convolution are given and many results are illustrated with
some examples that carry throughout the text.
The standard linear regulator problem is studied in the continuous
and discrete time cases, followed by a discussion of (dual) filtering
problems. Later chapters treat the stationary regulator and filtering
problems using a Wiener--Hopf approach. This leads to spectral
factorization problems and useful iterative algorithms that follow
naturally from the methods employed. The interplay between time and
frequency domain approaches is emphasized.
"Foundations of Deterministic and Stochastic Control" is geared
primarily towards advanced mathematics and engineering students in
various disciplines.
"This volume is a textbook on linear control systems with an emphasis on stochastic optimal control with solution methods using spectral factorization in line with the original approach of N. Wiener. Continuous-time and discrete-time versions are presented in parallel?. Two appendices introduce functional analytic concepts and probability theory, and there are 77 references and an index. The chapters (except for the last two) end with problems?. [T]he book presents in a clear way important concepts of control theory and can be used for teaching." -Zentralblatt Math
"This is a textbook intended for use in courses on linear control and filtering and estimation on (advanced) levels. Its major purpose is an introduction to both deterministic and stochastic control and estimation. Topics are treated in both continuous time and discrete time versions?. Each chapter involves problems and exercises, and the book is supplemented by appendices, where fundamentals on Hilbert and Banach spaces, operator theory, and measure theoretic probability may be found. The book will be very useful for students, but also for a variety of specialists interested in deterministic and stochastic control and filtering." -Applications of Mathematics
"The strength of the book under review lies in the choice of specialized topics it contains, which may not be found in this form elsewhere. Also, the first half would make a good standard course in linear control." -Journal of the Indian Institute of Science
