Control and System Theory of Discrete-Time Stochastic Systems (Hardcover, 1st ed. 2021)

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.

General

Imprint:	Springer Nature Switzerland AG
Country of origin:	Switzerland
Series:	Communications and Control Engineering
Release date:	August 2021
First published:	2021
Authors:	Jan H Van Schuppen
Dimensions:	235 x 155mm (L x W)
Format:	Hardcover
Pages:	923
Edition:	1st ed. 2021
ISBN-13:	978-3-03-066951-5
Categories:	Books > Science & Mathematics > Mathematics > Probability & statistics Books > Reference & Interdisciplinary > Communication studies > Information theory > Cybernetics & systems theory Books > Professional & Technical > Electronics & communications engineering > Electronics engineering > Automatic control engineering > General
LSN:	3-03-066951-3
Barcode:	9783030669515

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