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libcats.org
Linear Systems Control: Deterministic and Stochastic MethodsElbert Hendricks, Ole Jannerup, Paul Haase SørensenMost books on this subject can be tiresome to read. The notation and endless equations without comments can be a real headache. This book is not one of those. You can open it anywhere and start reading and find an hour has passed before you know it. The writers talk TOO you as if you were the single student in a good lecture.
The coverage of modern state space control is very thorough with good emphasis on applications. The gotchas are brought to your attention frequently so that you know the limits of the techniques as well as their usefulness. Excellent coverage of state feedback, full and reduced order observers, liner systems response to random inputs and Kalman filters. Of course you need the necessary mathematical background in matrix algebra, linear differential equations, elementary random processes. I would have loved to had this book when i took the class at university with the Chen book, it would have made much better use of my time. This one is hands down the best for self study and using in practice. I also like the Brogan book but not as much as this one.
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