| Titre : |
Linear Stochastic Control Systems |
| Type de document : |
texte imprimé |
| Auteurs : |
Guanrong chen, Auteur ; Goong Chen, Auteur |
| Editeur : |
CRC Press |
| ISBN/ISSN/EAN : |
978-0-8493-8075-4 |
| Langues : |
Anglais (eng) |
| Catégories : |
Informatique
Informatique:Systèmes
|
| Index. décimale : |
003 Les Systèmes |
| Résumé : |
Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Both continuous-time and discrete-time systems are thoroughly covered.
Reviews of the modern probability and random processes theories and the Itô stochastic differential equations are provided. Discrete-time stochastic systems theory, optimal estimation and Kalman filtering, and optimal stochastic control theory are studied in detail. A modern treatment of these same topics for continuous-time stochastic control systems is included. The text is written in an easy-to-understand style, and the reader needs only to have a background of elementary real analysis and linear deterministic systems theory to comprehend the subject matter.
This graduate textbook is also suitable for self-study, professional training, and as a handy research reference. Linear Stochastic Control Systems is self-contained and provides a step-by-step development of the theory, with many illustrative examples, exercises, and engineering applications. |
Linear Stochastic Control Systems [texte imprimé] / Guanrong chen, Auteur ; Goong Chen, Auteur . - [S.l.] : CRC Press, [s.d.]. ISBN : 978-0-8493-8075-4 Langues : Anglais ( eng)
| Catégories : |
Informatique
Informatique:Systèmes
|
| Index. décimale : |
003 Les Systèmes |
| Résumé : |
Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Both continuous-time and discrete-time systems are thoroughly covered.
Reviews of the modern probability and random processes theories and the Itô stochastic differential equations are provided. Discrete-time stochastic systems theory, optimal estimation and Kalman filtering, and optimal stochastic control theory are studied in detail. A modern treatment of these same topics for continuous-time stochastic control systems is included. The text is written in an easy-to-understand style, and the reader needs only to have a background of elementary real analysis and linear deterministic systems theory to comprehend the subject matter.
This graduate textbook is also suitable for self-study, professional training, and as a handy research reference. Linear Stochastic Control Systems is self-contained and provides a step-by-step development of the theory, with many illustrative examples, exercises, and engineering applications. |
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