Linear Stochastic Control Systems - Couverture rigide

Chen, Goong; Chen, Guanrong; Hsu, Shih-Hsun

Couverture rigide

ISBN 10 : 0849380758 ISBN 13 : 9780849380754

Editeur : CRC Press Inc, 1995

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 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.

A propos du livre

À propos de l?auteur

Chen\, Goong; Chen\, Guanrong; Hsu\, Shih-Hsun

Détails de l'édition

• Éditeur: CRC Press Inc
• Date d'édition: 1995
• Langue: anglais
• ISBN 10: 0849380758
• ISBN 13: 9780849380754
• Reliure: Relié
• Nombre de pages: 400
• Coordonnées du fabricant: non disponible
• Personne responsable: non disponible