Signal processing for control. (Lecture notes for the School on Signal Processing for Control, University of Warwick, Coventry, England, September 15-20, 1985) (Q1081565)

The book includes the lecture notes from a Vacation School held at the University of Warwick (Coventry, England) in September 1985. The lecture notes aim at providing an introduction to the theory and application of signal processing in control system design. Here are the contents of the book: A) Revision lectures, \((R_ 1)\) Signal analysis I, \((R_ 2)\) System analysis I, \((R_ 3)\) Matrix techniques; B) Main lectures, \((L_ 1)\) Relevant probability theory, \((L_ 2)\) Relevant statistical theory, \((L_ 3)\) System analysis II, \((L_ 4)\) Signal analysis II, \((L_ 5)\) Design and implementation of digital filters, \((L_ 6)\) Parameter estimation, \((L_ 7)\) Recursive methods in identification, \((L_ 8)\) Spectral analysis and applications, \((L_ 9)\) Observers, state estimation and prediction, \((L_{10})\) Introduction to nonlinear system analysis and identification, \((L_{11})\) An introduction to discrete- time self-tuning control; C) Case studied, \((C_ 1)\) Exploring biological signals, \((C_ 2)\) Stochastic methods and engineering surfaces, \((C_ 3)\) Pratical problems in identification, \((C_ 4)\) LQG (linear, quadratic, Gaussian) Design of ship steering control systems. It would be lengthy to enumerate all the subjects included in the book but it is surely useful to indicate the main topics covered by the book and how are they included in the lectures. So, the main topics are the following: (1) General methods and techniques for characterizing signals and dynamical systems \((R_ 1)\), \((R_ 2)\) and \((R_ 3)\); (2) Analytical and computational techniques for characterizing random signals and their effect on dynamic systems, \((L_ 1)\), \((L_ 2)\), \((L_ 3)\) and \((L_ 4)\); (3) Principles and techniques of digital signal processing, \((L_ 5)\) and \((L_ 8)\); (4) Principles and techniques of parameter and state estimation and system identification, \((L_ 6)\), \((L_ 7)\), \((L_ 9)\), \((L_{10})\) and \((L_{11}).\) The book represents a valuable contribution in the field of control theory by the following fact: a) all the papers are elaborated by use of a unique nomenclature listed at the beginning; b) it provides a consistent presentation of the theory of random variables and their effect on dynamic systems, emphasis being focussed on the discrete-time setting; c) it provides a self-contained exposition of the digital signal processing theory needed for control problems; d) the theory is illustrated with many numerical examples; e) the references are up-to- date and provide a useful guide for futher reading; f) the four case studies give clear ideas of how the general methods should be applied and how the results should be interpreted. In conclusion, we consider the book very useful for those working in the area of control theory as well as for mathematicians showing them the modern mathematical problems in control theory.