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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, FL : CRC Press, 2008. - xxi, 523 p. : ill. ; 24 cm. - Automation and control engineering ; 26. .

Rev. ed. of: Optimal estimation. New York : Wiley, c1986.

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

9780849390081 (alk. paper) 0849390087 (alk. paper)


Stochastic control theory.
Mathematical optimization.

QA402.3 / .L4875 2008

629.8312 / L487

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