Rational Matrix Equations in Stochastic Control
This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of sto...
Κύριος συγγραφέας: | |
---|---|
Συγγραφή απο Οργανισμό/Αρχή: | |
Μορφή: | Ηλεκτρονική πηγή Ηλ. βιβλίο |
Γλώσσα: | English |
Έκδοση: |
Berlin, Heidelberg :
Springer Berlin Heidelberg : Imprint: Springer,
2004.
|
Έκδοση: | 1st ed. 2004. |
Σειρά: | Lecture Notes in Control and Information Sciences,
297 |
Θέματα: | |
Διαθέσιμο Online: | Full Text via HEAL-Link |
Περίληψη: | This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation and numerical solutions. Primarily a survey in character, this monograph is intended for researchers, graduate students and engineers in control theory and applied linear algebra. |
---|---|
Φυσική περιγραφή: | XV, 200 p. online resource. |
ISBN: | 9783540400011 |
ISSN: | 0170-8643 ; |
DOI: | 10.1007/b10906 |