Karl J. AstromIntroduction to Stochastic Control Theory (Dover Books on Electrical Engineering)

Astrom is an absolute delight to read. He is clear, concise, and has aWhile it is titled "An introduction to", I would posit that it is more suitable to a reader with slightly more experience with control theory, as they can truly appreciate all the asides that the author includes in his text.Word of warning: make sure you are up to speed with your stochastic processes - the book does not spend a lot of time on going through details, and it is hard, if not impossible, to truly understand the topics in the later chapters without a full grasp of a measure-theoretic knowledge of stochastic processes.

I bought this book to use it as a reference book, but never had the chance to apply the stuff in it, which is sort in the early stages of this theory.

I've had the book the first time in London in 1976. I've lent it and never came back. Today, I was looking for a book on stochastic processes and Kalman Filtering, when I came across with a suggestion to buy from amazon and I was happy to acquire once again after many years a book which I consider a good and orderly book on stochasctic control after so many years and so many advances in stochasctic control theory and applications.

I bought a new book, and I like it, very good,I will buy some books else if I need in the future