Rational Matrix Equations in Stochastic Control

• Main Author: Damm, Tobias (Author, http://id.loc.gov/vocabulary/relators/aut)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2004.
• Edition: 1st ed. 2004.
• Series: Lecture Notes in Control and Information Sciences, 297
• Subjects: Probabilities.; Control engineering.; Robotics.; Mechatronics.; Matrix theory.; Algebra.; System theory.; Applied mathematics.; Engineering mathematics.; Probability Theory and Stochastic Processes.; Control, Robotics, Mechatronics.; Linear and Multilinear Algebras, Matrix Theory.; Systems Theory, Control.; Mathematical and Computational Engineering.
• Physical Description: XV, 200 p. online resource.
• ISBN: 9783540400011
• ISSN: 0170-8643 ;
• DOI: 10.1007/b10906

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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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.