Control and System Theory of Discrete-Time Stochastic Systems

Control and System Theory of Discrete-Time Stochastic Systems

van Schuppen, Jan H.

Springer Nature Switzerland AG

08/2021

923

Dura

Inglês

9783030669515

15 a 20 dias

1592

Descrição não disponível.
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.
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Stochastic Systems;Control Theory;Filtering and Prediction;Stochastic Realization;Control with Partial Observations;Stochastic Control;Optimal State Estimation;Linear Filtering