Control and System Theory of Discrete-Time Stochastic Systems /

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...

Full description

Bibliographic Details
Main Author:	van Schuppen, Jan H. (Author)
Corporate Author:	SpringerLink (Online service)
Format:	eBook
Language:	English
Published:	Cham : Springer International Publishing : Imprint: Springer, 2021.
Edition:	1st ed. 2021.
Series:	Communications and Control Engineering,
Subjects:	Control engineering. Probabilities. System theory. Control and Systems Theory. Probability Theory and Stochastic Processes. Systems Theory, Control. Electronic books.
Online Access:	Connect to the full text of this electronic book

Table of Contents:

Introduction
Chapter 1. Stochastic Processes - Introduction
Chapter 2. Stochastic Systems
Chapter 3. Stochastic Realization - Gaussian Systems
Chapter 4. Stochastic Realization - General Framework
Chapter 5. Stochastic Control Systems
Chapter 6. Stochastic Control - Problems
Chapter 7. Stochastic Control - Complete Observations - Finite Horizon
Chapter 8. Stochastic Control - Complete Observations - Infinite Horizon
Chapter 9. Stochastic Control - General Theory
Chapter 10. Filtering - Kalman Filters
Chapter 11. Filtering - General Stochastic Systems
Chapter 12. Stochastic Control - Partial Observations - Finite Horizon
Chapter 13. Stochastic Control - Partial Observations - Infinite Horizon
Chapter 14. The Communication of Information
Chapter 15. Mathematics - Notation, Concepts, and Results
Chapter 16. Probability - Further Theory
Chapter 17. Stochastic Processes - Specialized Topics
Chapter 18. Deterministic Dynamic Systems
Chapter 19. The Lyapunov and the Riccati Systems and Their Equations
Chapter 20. Dissipative Systems
Chapter 21. The Dissipation Matrix Inequality.