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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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.
| ISBN: | 9783540205166 |
| Publication date: | 23rd January 2004 |
| Author: | T Damm |
| Publisher: | Springer an imprint of Springer Berlin Heidelberg |
| Format: | Paperback |
| Pagination: | 203 pages |
| Series: | Lecture Notes in Control and Information Sciences |
| Genres: |
Probability and statistics Stochastics Cybernetics and systems theory Automatic control engineering Algebra Maths for engineers |
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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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.
Rational Matrix Equations in Stochastic Control features in the following genres: Probability and statistics, Stochastics, Cybernetics and systems theory, Automatic control engineering, Algebra, Maths for engineers
Rational Matrix Equations in Stochastic Control is available in Paperback
Rational Matrix Equations in Stochastic Control was written by T Damm and published by Springer an imprint of Springer Berlin Heidelberg
Rational Matrix Equations in Stochastic Control has 203 pages
Yes it is part of Lecture Notes in Control and Information Sciences series