Discrete-time Stochastic Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Discrete-time Stochastic Systems write by Torsten Söderström. This book was released on 2002-07-26. Discrete-time Stochastic Systems available in PDF, EPUB and Kindle. This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition includes improved and updated material, and a new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.
Control and System Theory of Discrete-Time Stochastic Systems
Control and System Theory of Discrete-Time Stochastic Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Control and System Theory of Discrete-Time Stochastic Systems write by Jan H. van Schuppen. This book was released on 2021-08-02. Control and System Theory of Discrete-Time Stochastic Systems available in PDF, EPUB and Kindle. 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.
Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems write by Vasile Dragan. This book was released on 2009-11-10. Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems available in PDF, EPUB and Kindle. In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are widely used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. The theory is a continuation of the authors’ work presented in their previous book entitled "Mathematical Methods in Robust Control of Linear Stochastic Systems" published by Springer in 2006. Key features: - Provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps which are usually treated separately in the control literature; - Covers preliminary material on probability theory, independent random variables, conditional expectation and Markov chains; - Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations; - Leads the reader in a natural way to the original results through a systematic presentation; - Presents new theoretical results with detailed numerical examples. The monograph is geared to researchers and graduate students in advanced control engineering, applied mathematics, mathematical systems theory and finance. It is also accessible to undergraduate students with a fundamental knowledge in the theory of stochastic systems.
Optimal Control of Discrete Time Stochastic Systems
Optimal Control of Discrete Time Stochastic Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Optimal Control of Discrete Time Stochastic Systems write by C. Striebel. This book was released on 2013-12-21. Optimal Control of Discrete Time Stochastic Systems available in PDF, EPUB and Kindle.
Discrete Stochastic Processes
Discrete Stochastic Processes - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Discrete Stochastic Processes write by Robert G. Gallager. This book was released on 2012-12-06. Discrete Stochastic Processes available in PDF, EPUB and Kindle. Stochastic processes are found in probabilistic systems that evolve with time. Discrete stochastic processes change by only integer time steps (for some time scale), or are characterized by discrete occurrences at arbitrary times. Discrete Stochastic Processes helps the reader develop the understanding and intuition necessary to apply stochastic process theory in engineering, science and operations research. The book approaches the subject via many simple examples which build insight into the structure of stochastic processes and the general effect of these phenomena in real systems. The book presents mathematical ideas without recourse to measure theory, using only minimal mathematical analysis. In the proofs and explanations, clarity is favored over formal rigor, and simplicity over generality. Numerous examples are given to show how results fail to hold when all the conditions are not satisfied. Audience: An excellent textbook for a graduate level course in engineering and operations research. Also an invaluable reference for all those requiring a deeper understanding of the subject.
