Stochastic Processes and Filtering Theory by Andrew H. Jazwinski This unified treatment presents material previously available only in journals, and in terms accessible to engineering students. Although theory is emphasized, it discusses numerous practical applications as well. 1970 edition.
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|  | Optimal Control Theory: An Introduction by Donald E. Kirk Upper-level undergraduate text introduces aspects of optimal control theory: dynamic programming, Pontryagin's minimum principle, and numerical techniques for trajectory optimization. Numerous figures, tables. Solution guide available upon request. 1970 edition.
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Optimal Filtering by Brian D. O. Anderson, John B. Moore Graduate-level text extends studies of signal processing, particularly regarding communication systems and digital filtering theory. Topics include filtering, linear systems, and estimation; discrete-time Kalman filter; time-invariant filters; more. 1979 edition.
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Adaptive Filtering Prediction and Control by Graham C Goodwin, Kwai Sang Sin This unified survey focuses on linear discrete-time systems and explores natural extensions to nonlinear systems. It emphasizes discrete-time systems, summarizing theoretical and practical aspects of a large class of adaptive algorithms. 1984 edition.
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|  | Adaptive Control: Second Edition by Karl J. Åström, Björn Wittenmark Suitable for advanced undergraduates and graduate students, this overview introduces theoretical and practical aspects of adaptive control, with emphasis on deterministic and stochastic viewpoints. 1995 edition.
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Feedback Control Theory by John C. Doyle, Bruce A. Francis, Allen R. Tannenbaum This excellent introduction to feedback control system design offers a theoretical approach that captures the essential issues and can be applied to a wide range of practical problems. 1992 edition.
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