Stochastic models, estimation, and control. Vol. 2,3 (Q798609)

[For Vol. I (1979) see Zbl 0464.93002.] - With the now available second and third volume the first one is completed to a thorough reference source which presents the fundamental concepts incorporated in stochastic processes, estimation, and control as well as experience and insights into applying the theory to realistic practical problems. In volume 2, optimal smoothing is discussed first in chapter 8 (numbering of volume 1 continued). How linear model inadequacies may be compensated, parameter uncertainties may be overcome, and adaptive estimation schemes may be implemented, is presented in chapters 9 and 10. Nonlinear stochastic system models are introduced in chapter 11. Finally, nonlinear estimation is discussed in chapter 12. Volume 3 starts with fundamentals on dynamic programming and stochastic control in chapter 13. The design of linear stochastic controllers and their performance analysis is the subject of chapter 14. Nonlinear stochastic controllers are discussed in the closing chapter 15. The three volumes together form a self-contained and integrated source for studying stochastic models, estimation, and control in depth. Only little basic knowledge is needed. The material is presented in a precise and mathematically rigorous but nevertheless very lucid and well motivated way. Graphical representations, physical interpretations and justifications as well as geometric approaches are a great help in grasping the important concepts. Their practical implications are pointed out in detail. Many examples illustrate the material presented. An extensive set of references and a couple of problems in each chapter may be used to deepen the knowledge and experience. Since the books are an outgrowth of a three-quarter sequence of graduate courses, they may be used as a class-tested text for learning about estimation and stochastic control. On the other hand, they provide a good reference source for readers immersed in these areas. In short, they are a very worthwile reading for engineering students and engineers.