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This book proposes, for the first time, a basic formulation for structural control that takes into account the stochastic dynamics induced by engineering excita
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Discrete-time Stochastic Systems
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This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition inc
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Optimal Control
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Numerous examples highlight this treatment of the use of linear quadratic Gaussian methods for control system design. It explores linear optimal control theory