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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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...
| Main Author: | |
|---|---|
| Corporate Author: | |
| Format: | eBook |
| Language: | English |
| Published: |
Berlin ; New York :
Springer,
[2004]
|
| Series: | Lecture notes in control and information sciences ;
297. |
| Subjects: | |
| Online Access: | Connect to the full text of this electronic book |
| Summary: | 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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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. |
|---|---|
| Item Description: | Electronic resource. |
| Physical Description: | 1 online resource (xv, 200 pages) : illustrations. |
| Bibliography: | Includes bibliographical references (pages [185]-195) and index. |
| ISBN: | 9783540400011 (electronic bk.) 354040001X (electronic bk.) |
| ISSN: | 0170-8643 ; |