Numerous examples highlight this treatment of the use of linear quadratic Gaussian methods for control system design. It explores linear optimal control theory from an engineering viewpoint, with illustrations of practical applications. Key topics include loop-recovery techniques, frequency shaping, and controller reduction. Numerous examples and complete solutions. 1990 edition.

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Brian D. O. Anderson and John B. Moore are the authors of Dover's Optimal Filtering and are both on the faculty of The Australian National University, Canberra.

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