Foundations of Deterministic and Stochastic Control (2002)

Control theory has applications to a number of areas in engineering and communication theory. This introductory text on the subject is fairly self-contained and aimed primarily at advanced mathematics and engineering students in various disciplines. The topics covered include realization problems, linear-quadratic optimal control, stability theory, stochastic modeling and recursive estimation algorithms in communications and control, and distributed system modeling. These topics have a wide range of applicability, and provide background for further study in the control and communications areas.