Rational Matrix Equations in Stochastic Control

Tobias Damm - Collection Lecture Notes in Control and Information Sciences

200 pages, parution le 11/02/2004

Ajouter à une liste

Indisponible

Résumé

This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation and numerical solutions. Primarily a survey in character, this monograph is intended for researchers, graduate students and engineers in control theory and applied linear algebra.

Written for:
Researchers, postgraduates in Control Theory and in Applied Linear Algebra

Sommaire

Introduction
Aspects of stochastic control theory
Optimal stabilization of linear stochastic systems
Linear mappings on ordered vector spaces
Newtons method
Solution of the Riccati equation

Voir tout

Replier

Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	Tobias Damm
Collection	Lecture Notes in Control and Information Sciences
Parution	11/02/2004
Nb. de pages	200
Format	15,5 x 23,5
Couverture	Broché
Poids	360g
Intérieur	Noir et Blanc
EAN13	9783540205166