Control and System Theory of Discrete-Time Stochastic Systems

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Éditeur :

Springer


Collection :

Communications and Control Engineering

Paru le : 2021-08-02

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Description

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.?
Pages
923 pages
Collection
Communications and Control Engineering
Parution
2021-08-02
Marque
Springer
EAN papier
9783030669515
EAN PDF
9783030669522

Informations sur l'ebook
Nombre pages copiables
9
Nombre pages imprimables
92
Taille du fichier
10547 Ko
Prix
179,34 €
EAN EPUB
9783030669522

Informations sur l'ebook
Nombre pages copiables
9
Nombre pages imprimables
92
Taille du fichier
83784 Ko
Prix
179,34 €