Control and System Theory of Discrete-Time Stochastic Systems
Produktnummer:
18edb9f1ae150f42e89b1705a7d8dde83f
Autor: | van Schuppen, Jan H. |
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Themengebiete: | Control Theory Control with Partial Observations Filtering and Prediction Linear Filtering Optimal State Estimation Stochastic Control Stochastic Realization Stochastic Systems |
Veröffentlichungsdatum: | 05.08.2022 |
EAN: | 9783030669546 |
Sprache: | Englisch |
Seitenzahl: | 923 |
Produktart: | Kartoniert / Broschiert |
Verlag: | Springer International Publishing |
Produktinformationen "Control and System Theory of Discrete-Time Stochastic Systems"
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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