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Foundations of Deterministic and Stochastic Control (Paperback, Softcover reprint of the original 1st ed. 2002)
Loot Price: R1,604
Discovery Miles 16 040
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Foundations of Deterministic and Stochastic Control (Paperback, Softcover reprint of the original 1st ed. 2002)
Series: Systems & Control: Foundations & Applications
Expected to ship within 10 - 15 working days
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"This volume is a textbook on linear control systems with an
emphasis on stochastic optimal control with solution methods using
spectral factorization in line with the original approach of N.
Wiener. Continuous-time and discrete-time versions are presented in
parallel.... Two appendices introduce functional analytic concepts
and probability theory, and there are 77 references and an index.
The chapters (except for the last two) end with problems.... [T]he
book presents in a clear way important concepts of control theory
and can be used for teaching." -Zentralblatt Math "This is a
textbook intended for use in courses on linear control and
filtering and estimation on (advanced) levels. Its major purpose is
an introduction to both deterministic and stochastic control and
estimation. Topics are treated in both continuous time and discrete
time versions.... Each chapter involves problems and exercises, and
the book is supplemented by appendices, where fundamentals on
Hilbert and Banach spaces, operator theory, and measure theoretic
probability may be found. The book will be very useful for
students, but also for a variety of specialists interested in
deterministic and stochastic control and filtering." -Applications
of Mathematics "The strength of the book under review lies in the
choice of specialized topics it contains, which may not be found in
this form elsewhere. Also, the first half would make a good
standard course in linear control." -Journal of the Indian
Institute of Science
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