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Stabilization of Control Systems: 20 (Stochastic Modelling and Applied Probability, 20) - Tapa dura

Hijab, O.

 
9780387963846: Stabilization of Control Systems: 20 (Stochastic Modelling and Applied Probability, 20)
Tapa dura
ISBN 10: 0387963847 ISBN 13: 9780387963846
Editorial: Springer, 1986

Sinopsis

The problem of controlling or stabilizing a system of differential equa­ tions in the presence of random disturbances is intuitively appealing and has been a motivating force behind a wide variety of results grouped loosely together under the heading of "Stochastic Control." This book is concerned with a special instance of this general problem, the "Adaptive LQ Regulator," which is a stochastic control problem of partially observed type that can, in certain cases, be solved explicitly. We first describe this problem, as it is the focal point for the entire book, and then describe the contents of the book. The problem revolves around an uncertain linear system x(O) = x~ in R", where 0 E {1, ... , N} is a random variable representing this uncertainty and (Ai' B , C) and xJ are the coefficient matrices and initial state, respectively, of j j a linear control system, for eachj = 1, ... , N. A common assumption is that the mechanism causing this uncertainty is additive noise, and that conse­ quently the "controller" has access only to the observation process y( . ) where y = Cex +~.

"Sinopsis" puede pertenecer a otra edición de este libro.

Reseña del editor

The problem of controlling or stabilizing a system of differential equa­ tions in the presence of random disturbances is intuitively appealing and has been a motivating force behind a wide variety of results grouped loosely together under the heading of "Stochastic Control." This book is concerned with a special instance of this general problem, the "Adaptive LQ Regulator," which is a stochastic control problem of partially observed type that can, in certain cases, be solved explicitly. We first describe this problem, as it is the focal point for the entire book, and then describe the contents of the book. The problem revolves around an uncertain linear system x(O) = x~ in R", where 0 E {1, ... , N} is a random variable representing this uncertainty and (Ai' B , C) and xJ are the coefficient matrices and initial state, respectively, of j j a linear control system, for eachj = 1, ... , N. A common assumption is that the mechanism causing this uncertainty is additive noise, and that conse­ quently the "controller" has access only to the observation process y( . ) where y = Cex +~.

"Sobre este título" puede pertenecer a otra edición de este libro.

Editorial
Springer
Año de publicación
1986
Idioma
Inglés
ISBN 10 
0387963847
ISBN 13 
9780387963846
Encuadernación
Tapa dura
Número de páginas
129
Contacto del fabricante
no disponible
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Springer Nature Customer Service Center GmbH
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