Random system optimal control

Author: Fang Yangwang
Publisher:
Publish Date: 2005-04-01
Features: This book is divided into 12 chapters. Chapter 1 is an introduction; Chapters 2 and 3 introduce the statistical analysis of random systems, with a focus on the statistical linearization method for studying the statistical analysis theory of random nonlinear systems. Chapters 4 and 5 provide a detailed introduction to the optimal state estimation and prediction theory of random linear systems and random nonlinear systems, emphasizing the use of statistical linearization methods to obtain quasi-optimal estimation algorithms for random nonlinear systems and the design method of conditional optimal filters. Chapters 6 to 10 are the core content of the book, focusing on the optimal control algorithms and optimal predictive control theory of random systems based on the stochastic maximum principle and dynamic programming methods. Chapter 11 introduces the numerical solution method for optimal control of random systems—the non-gradient stochastic search method. Chapter 12 studies control problems in air-to-air missile homing control systems and automatic ranging devices used in aircraft. This book can serve as a graduate textbook for fields such as automatic control, aircraft guidance and control, signal processing and signal processing, circuits and systems, process automation, computer science, mathematics, mechanics, mechanical and aerospace engineering, and other related disciplines. It can also be used as a reference for scientific and technical personnel and engineering technicians in the aforementioned fields.