An Engineering Approach to Optimal Control and Estimation Theory provides a practical and accessible guide, focusing on applications and implementation, and answering real-world questions faced by control engineers. In its highly organized overview of all areas, the book examines the design of modern optimal controllers requiring the selection of a performance criterion, demonstrates optimization of linear systems with bounded controls and limited control effort, and considers nonlinearities and their effect on various types of signals. Covering all the basics, the book deals with the evolution of optimal control and estimation theory, and presents the necessary mathematical background needed for this study. It also lists references and problems, and supplies appendixes for those wishing to delve into matrix algebra. Throughout, it offers opportunities for experimentation, while discussing analysis, various filtering methods, and many other pertinent topics. An Engineering Approach to Optimal Control and Estimation Theory, is an invaluable, self-contained reference for practicing engineers, a useful text for graduate students and qualified senior undergraduates, and an important resource for anyone interested in the future of modern control technology.