Publisher Summary This paper describes the recent advances for rapidly and accurately
solving matrix Riccati and Sylvester equations and applies them to devise efficient …

This paper provides a tutorial overview of recent advances in learning control policy
representations for complex systems. We focus on control policies that are determined by …

A NEW EDITION OF THE CLASSIC TEXT ON OPTIMAL CONTROL THEORY As a superb
introductory text and an indispensable reference, this new edition of Optimal Control will …

The standard theory of decision making under uncertainty advises the decision maker to
form a statistical model linking outcomes to decisions and then to choose the optimal …

A mean-square error lower bound for the discrete-time nonlinear filtering problem is derived
based on the van Trees (1968)(posterior) version of the Cramer-Rao inequality. This lower …

Among the many techniques for designing linear multivariable analogue controllers, the two
most popular optimal ones are H2 and H-infinity optimization. The fact that most new …

Difference Equations, Second Edition, presents a practical introduction to this important field
of solutions for engineering and the physical sciences. Topic coverage includes numerical …

Robustness is often of crucial importance in control system design. Real engineering
systems are vulnerable to external disturbance and measurement noise and there are …

Part I deals with the mathematical preliminaries: numerical linear algebra; system theory;
stochastic processes; and Kalman filtering. Part II explains realization theory as applied to …

The history of the time-varying Riccati equation can be traced back to Riccati's original
manuscripts of 1715-1725. Indeed, the major concern of Count Riccati was to study the …