Linear Stochastic Control Systems (Probability and Stochastics Series) hardcov

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Item specifics

Condition
Very Good: A book that does not look new and has been read but is in excellent condition. No obvious ...
Book Title
Linear Stochastic Control Systems (Probability and Stochastics Se
ISBN
9780849380754
Subject Area
Mathematics, Technology & Engineering, Science, Business & Economics
Publication Name
Linear Stochastic Control Systems
Publisher
CRC Press LLC
Item Length
9.5 in
Subject
Mechanics / Dynamics, Operations Research, Probability & Statistics / Bayesian Analysis
Publication Year
1995
Series
Probability and Stochastics Ser.
Type
Textbook
Format
Hardcover
Language
English
Item Height
1 in
Author
Shih-Hsun Hsu, Guanrong Chen, Goong Chen
Item Weight
27.3 Oz
Item Width
6.4 in
Number of Pages
400 Pages
Category

About this product

Product Identifiers

Publisher
CRC Press LLC
ISBN-10
0849380758
ISBN-13
9780849380754
eBay Product ID (ePID)
986756

Product Key Features

Number of Pages
400 Pages
Language
English
Publication Name
Linear Stochastic Control Systems
Publication Year
1995
Subject
Mechanics / Dynamics, Operations Research, Probability & Statistics / Bayesian Analysis
Type
Textbook
Subject Area
Mathematics, Technology & Engineering, Science, Business & Economics
Author
Shih-Hsun Hsu, Guanrong Chen, Goong Chen
Series
Probability and Stochastics Ser.
Format
Hardcover

Dimensions

Item Height
1 in
Item Weight
27.3 Oz
Item Length
9.5 in
Item Width
6.4 in

Additional Product Features

Intended Audience
Scholarly & Professional
LCCN
95-010426
Dewey Edition
20
Series Volume Number
3
Illustrated
Yes
Dewey Decimal
003/.76/0015
Table Of Content
Preface Introduction From Deterministic to Stochastic Linear Control Systems Text Organization and Reading Suggestion MATHEMATICAL PRELIMINARIES Probability and Random Processes Probability, Measure, and Integration Convergence of Random Sequences Random Vectors and Conditional Expectations Second Order Processes and Calculus in Mean Square Exercises References Itô Integrals and Stochastic Differential Equations Markov Processes Orthogonal Increments Processes and the Wiener-Lévy Process Itô Integrals and Stochastic Differential Equations Exercises References LINEAR STOCHASTIC CONTROL SYSTEMS: THE DISCRETE-TIME CASE Analysis of Discrete-Time Linear Stochastic Control Systems Analysis of Discrete-Time Causal LTI Systems Analysis of Causal LTI Stochastic Control Systems Analysis of the "State" Description of Controlled Markov Chains State Space Systems and ARMA Models Mathematical Modeling and Applications Exercises References Optimal Estimation for Discrete-Time Linear Stochastic Systems Optimal State Estimation Recursive Optimal Estimation and Kalman Filtering Modified Kalman Filtering Algorithms Exercises References Optimal Control of Discrete-Time Linear Stochastic Systems Introduction Dynamic Programming and LQC Control Problems LQC Optimal Control Problems Adaptive Stochastic Control Exercises References LINEAR STOCHASTIC CONTROL SYSTEMS: THE CONTINUOUS-TIME CASE Continuous-Time Linear Stochastic Control Systems Analysis of Continuous-Time Causal LTI Systems Further Discussion of Markov Processes Dynamic Programming and LQ Control Problems Exercises References Optimal Control of Continuous-Time Linear Stochastic Systems The Continuous-Time LQ Stochastic Control Problem Stochastic Dynamic Programming Innovation Processes and the Kalman-Bucy Filter Optimal Prediction and Smoothing The Separation Principle Exercises References Stability Analysis of Stochastic Differential Equations Stability of Deterministic Systems Stability of Stochastic Systems Stability of Moments Exercises References Appendix Fundamental Real and Functional Analysis Fundamental Matrix Theory and Vector Calculations Martingales References Index
Synopsis
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 It 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 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.
LC Classification Number
QA402.37.C47 1995

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