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Control and System Theory of Discrete-Time Stochastic Systems by Jan H. van Schu

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Specificaties

Objectstaat
Nieuw: Een nieuw, ongelezen en ongebruikt boek in perfecte staat waarin geen bladzijden ontbreken of ...
ISBN-13
9783030669546
Book Title
Control and System Theory of Discrete-Time Stochastic Systems
ISBN
9783030669546
Publication Year
2022
Series
Communications and Control Engineering Ser.
Type
Textbook
Format
Trade Paperback
Language
English
Publication Name
Control and System Theory of Discrete-Time Stochastic Systems
Author
Jan H. Van Schuppen
Item Length
9.3in
Publisher
Springer International Publishing A&G
Item Width
6.1in
Item Weight
50.7 Oz
Number of Pages
Xxix, 923 Pages

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Product Information

This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochastic systems so that they can then apply its principles to their own stochastic control systems and to the solution of control, filtering, and realization problems for such systems. Applications of the theory in the book include the control of ships, shock absorbers, traffic and communications networks, and power systems with fluctuating power flows. The focus of the book is a stochastic control system defined for a spectrum of probability distributions including Bernoulli, finite, Poisson, beta, gamma, and Gaussian distributions. The concepts of observability and controllability of a stochastic control system are defined and characterized. Each output process considered is, with respect to conditions, represented by a stochastic system called a stochastic realization. The existence of a control law is related to stochastic controllability while the existence of a filter system is related to stochastic observability. Stochastic control with partial observations is based on the existence of a stochastic realization of the filtration of the observed process.

Product Identifiers

Publisher
Springer International Publishing A&G
ISBN-10
3030669548
ISBN-13
9783030669546
eBay Product ID (ePID)
20057254355

Product Key Features

Author
Jan H. Van Schuppen
Publication Name
Control and System Theory of Discrete-Time Stochastic Systems
Format
Trade Paperback
Language
English
Publication Year
2022
Series
Communications and Control Engineering Ser.
Type
Textbook
Number of Pages
Xxix, 923 Pages

Dimensions

Item Length
9.3in
Item Width
6.1in
Item Weight
50.7 Oz

Additional Product Features

Number of Volumes
1 Vol.
Lc Classification Number
Tj212-225
Reviews
"The book is written for students in applied mathematics and engineering with an interest in control theory and its application in various contexts ... . All chapters offer numerous examples ... all contain hints to further reading and end with a specific list of references. The way the book is organized and written, it is suited as textbook for university courses and seminars at master and Ph.D. level, as well as for self-instruction." (Heinrich Hering, zbMATH 1478.93005, 2022)
Table of Content
Introduction.- Chapter 1. Stochastic Processes - Introduction.- Chapter 2. Stochastic Systems.- Chapter 3. Stochastic Realization - Gaussian Systems.- Chapter 4. Stochastic Realization - General Framework.- Chapter 5. Stochastic Control Systems.- Chapter 6. Stochastic Control - Problems.- Chapter 7. Stochastic Control - Complete Observations - Finite Horizon.- Chapter 8. Stochastic Control - Complete Observations - Infinite Horizon.- Chapter 9. Stochastic Control - General Theory.- Chapter 10. Filtering - Kalman Filters.- Chapter 11. Filtering - General Stochastic Systems.- Chapter 12. Stochastic Control - Partial Observations - Finite Horizon.- Chapter 13. Stochastic Control - Partial Observations - Infinite Horizon.- Chapter 14. The Communication of Information.- Chapter 15. Mathematics - Notation, Concepts, and Results.- Chapter 16. Probability - Further Theory.- Chapter 17. Stochastic Processes - Specialized Topics.- Chapter 18. Deterministic Dynamic Systems.- Chapter 19. The Lyapunov and the Riccati Systems and Their Equations.- Chapter 20. Dissipative Systems.- Chapter 21. The Dissipation Matrix Inequality.
Copyright Date
2021
Topic
Probability & Statistics / General, General, System Theory, Electrical
Dewey Decimal
629.8312
Dewey Edition
23
Illustrated
Yes
Genre
Technology & Engineering, Science, Mathematics

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