This book provides a comprehensive presentation of classical and advanced topics in estimation and control of dynamical systems with an emphasis on stochastic c

Optimal control deals with the problem of finding a control law for a given system such that a certain optimality criterion is achieved. An optimal control is a

In 1960, R. E. Kalman published his celebrated paper on recursive min imum variance estimation in dynamical systems [14]. This paper, which introduced an algori

Most newcomers to the field of linear stochastic estimation go through a difficult process in understanding and applying the theory.This book minimizes the proc

Dynamic Systems in Management Science explores the important gaps in the existing literature on operations research and management science by providing new and