Introduction to Stochastic Control Theory

Introduction to Stochastic Control Theory

Karl J. Åström
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This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems.
Kategori:
Mathematics
Tahun:
1970
Penerbit:
Academic Press
Bahasa:
english
ISBN 10:
0486445313
ISBN 13:
9780486445311
Nama siri:
Mathematics in Science and Engineering
Fail:
PDF, 2.40 MB
IPFS:
CID , CID Blake2b
english, 1970
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Istilah utama

 
stochastic
processes
function
continuous
covariance
systems
discrete
probability
functions
random
noise
optimal
analysis
consider
linear
cov
equation
variables
independent
stationary
square
spectral
theorem
wiener
zero
defined
difference
deterministic
sample
values
convergence
equations
introduction
motion
variance
disturbances
feedback
assume
discussed
increments
mathematical
density
interval
prediction
differentiable
differential
finite
introduce
parameter
bibliography
comments
determined
continuity
criterion
filtering
implies
quadratic
disturbance
initial
shown

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