Control theory. 3: Identification, adaptation, optimization (Q2715771)

The amended sixth edition of ``Regelungstechnik III'', the third volume of the tripartite work on ``Regelungstechnik I--III'' (see the books reviewed above), contains the analysis and synthesis of control systems by means of stochastic signals. After introductory sections on the calculus of probability, stochastic processes, correlation functions, spectral densities, the basic stochastic methods for the analysis of linear dynamic control systems are described. Then system identification by means of correlation analysis and parameter estimation (methods of least wquares, generalized least squares, instrumental variables, maximum likelihood) is described for open and closed-loop systems. Extending the classic control concepts, Chapter 5 deals then with adaptive control systems: self-tuning control, hyperstability. The optimal design of controllers is treated in Chapter 6: Performance functions, such as time and energy, calculus of variation, maximum principle of Pontryagin, Riccati control, maximum principle and optimal regulation. Finally, vector, time-invariant control systems are discussed. Some mathematical details and tools, e.g. Fourier transforms, are presented in the appendix. As in the other volumes, the mathematical derivations are given in detail, and for illustration of the theory, the book contains many worked examples. Furthermore, several references and a detailed index can be found.