Electronic Resource

Control and System Theory of Discrete-Time Stochastic Systems

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Penilaian

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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.​

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Availability

Inventory Code	Barcode	Call Number	Location	Status
1908001110	EB0001716	629.831 2 Sch c	Central Library (OPAC)	Available

Detail Information

Series Title

Communications and Control Engineering

Call Number

629.831 2 Sch c

Publisher

Switzerland : Springer Cham., 2021

Collation

xxix, 923p.:Ill

Language

English

ISBN/ISSN

978-3-030-66952-2

Classification

629.831 2

Content Type

Ebook

Media Type

-

Carrier Type

online resource

Edition

1

Subject(s)

Stochastic control theory

Specific Detail Info

-

Statement of Responsibility

BRF

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