Praise for Previous Volumes
"This book will be a useful reference to control engineers and researchers. The papers contained cover well the recent advances in the field of modern control theory."
-IEEE GROUP CORRESPONDANCE
"This book will help all those researchers who valiantly try to keep abreast of what is new in the theory and practice of optimal control."
-CONTROL

• Cover 2
• Techniques in Discrete-Time: Stochastic Control Systems 5
• Copyright 6
• Contents 7
• CONTRIBUTORS 9
• PREFACE 11
• Techniques for Reduced-Order Control of Stochastic Discrete-Time Weakly Coupled Large Scale Systems 15
  • I. INTRODUCTION 15
  • II. RECURSIVE METHODS FOR WEAKLY COUPLED DISCRETE-TIME SYSTEMS 16
  • III. PARALLEL REDUCED-ORDER CONTROLLER FOR STOCHASTIC DISCRETE-TIME SYSTEMS 23
  • IV. NEW METHOD FOR OPTIMAL CONTROL AND FILTERING OF LARGE SCALE SYSTEMS 33
  • V. REFERENCES 50
• Techniques in Stochastic System Identification with Noisy Input & Output System Measurements 55
  • I. INTRODUCTION 55
  • II. A TIME-DOMAIN TECHNIQUE 59