Bayesian estimation for decision-directed stochastic control

Stochastic processes with a decision-directed control are considered as controlled Markov processes, the state space of which is hybrid; i.e. a product of a discrete set and a Euclidean space. This approach yields a mathematical model for many problems of decision-directed stochastic control. In general, the observations made from the "past" and...

Survey of modern control and observation theory for disturbed, target following aerospace systems. Part one: Basic theory

The document contains a general theory towards the observation and optimal control of disturbed, target following aerospace systems. Disturbed, target following aerospace systems eire defined as aerospace systems that are designed to track a moving target system, while they are subjected to external, time-varying disturbances. The first five...