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Control and System Theory of Discrete-Time Stochastic Systems

Produktform: Buch / Einband - fest (Hardcover)

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. weiterlesen

Dieser Artikel gehört zu den folgenden Serien

Sprache(n): Englisch

ISBN: 978-3-030-66951-5 / 978-3030669515 / 9783030669515

Verlag: Springer International Publishing

Erscheinungsdatum: 04.08.2021

Seiten: 923

Auflage: 1

Autor(en): Jan H. van Schuppen

192,59 € inkl. MwSt.
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