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Books > Reference & Interdisciplinary > Communication studies > Information theory > Cybernetics & systems theory
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Control and System Theory of Discrete-Time Stochastic Systems (Paperback, 1st ed. 2021)
Loot Price: R5,457
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Control and System Theory of Discrete-Time Stochastic Systems (Paperback, 1st ed. 2021)
Series: Communications and Control Engineering
Expected to ship within 10 - 15 working days
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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.
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