This is a very nice introduction to optimal control. The author does a great job of introducing both simple and complex concepts. He then demonstrates these ideas with clean examples and problems that explore the fundamental concepts. Particularly enjoyable is how complicated filtering and control ideas are build up from much simpler ones. Readers unfamiliar with this book can see what others have said here.
To learn this material as well as possible I worked through a great number of the book's statements and expanded (with further detail) upon anything that was unclear to me at the time. You can find the material I had time to write up by following the links on this page.Book Notes: