Filtering and Control in H₂ and H∞ Setting

Preface
Contents

Chapter One : Introduction to Filtering and Smoothing
Chapter Two : Statistic Control and Filter Problems
Chapter Three : Stationary Processes
Chapter Four : Estimation over Finite Time Intervals
Chapter Five : Smoothing
Chapter Six : Stochastic Filltering and Control
Chapter Seven : Linear Two-Point Boundary Value Processes
Chapter Eight : Reduced - Order Filtering for Flexible Space Structure
Chapter Nine : Robust Reduced - Order Filtering
Chapter Ten : A Reduced - Order H Deconvolution Filter Using Bounded Real Lemma

Index