Adaptive Estimation and Control (Marc Bodson's Lecture Notes)

The objective of this book is to present an introduction to adaptive estimation and control suitable for a graduate-level course or for self-study. Most of the theory is developed in continuous-time, but discrete-time algorithms are also given and yield more direct implementations. Examples and applications are provided to illustrate the results. The book is designed to be accessible with little knowledge beyond an introductory course on feedback control. Background material is included when appropriate. In addition to introducing the reader to adaptive estimation and control algorithms, the text provides many opportunities to apply knowledge of matrix analysis and systems theory in a meaningful context.