001438706 000__ 04483cam\a2200577\i\4500 001438706 001__ 1438706 001438706 003__ OCoLC 001438706 005__ 20230309004349.0 001438706 006__ m\\\\\o\\d\\\\\\\\ 001438706 007__ cr\un\nnnunnun 001438706 008__ 210804s2021\\\\sz\a\\\\ob\\\\001\0\eng\d 001438706 019__ $$a1263871780 001438706 020__ $$a9783030669522$$q(electronic bk.) 001438706 020__ $$a3030669521$$q(electronic bk.) 001438706 020__ $$z9783030669515 001438706 020__ $$z3030669513 001438706 0247_ $$a10.1007/978-3-030-66952-2$$2doi 001438706 035__ $$aSP(OCoLC)1262727183 001438706 040__ $$aYDX$$beng$$erda$$epn$$cYDX$$dEBLCP$$dGW5XE$$dOCLCO$$dOCLCF$$dUKAHL$$dOCLCQ$$dCOM$$dOCLCO$$dOCLCQ 001438706 049__ $$aISEA 001438706 050_4 $$aQA402.37$$b.S35 2021 001438706 08204 $$a629.8/312$$223 001438706 1001_ $$aSchuppen, J. H. van,$$eauthor. 001438706 24510 $$aControl and system theory of discrete-time stochastic systems /$$cJan H. van Schuppen. 001438706 264_1 $$aCham :$$bSpringer,$$c[2021] 001438706 264_4 $$c©2021 001438706 300__ $$a1 online resource :$$billustrations 001438706 336__ $$atext$$btxt$$2rdacontent 001438706 337__ $$acomputer$$bc$$2rdamedia 001438706 338__ $$aonline resource$$bcr$$2rdacarrier 001438706 4901_ $$aCommunications and control engineering 001438706 504__ $$aIncludes bibliographical references and index. 001438706 5050_ $$aIntroduction -- Chapter 1. Stochastic Processes Introduction -- Chapter 2. Stochastic Systems -- Chapter 3. Stochastic Realization Gaussian Systems -- Chapter 4. Stochastic Realization General Framework -- Chapter 5. Stochastic Control Systems -- Chapter 6. Stochastic Control Problems -- Chapter 7. Stochastic Control Complete Observations Finite Horizon -- Chapter 8. Stochastic Control -- Complete Observations Infinite Horizon -- Chapter 9. Stochastic Control -- General Theory -- Chapter 10. Filtering Kalman Filters -- Chapter 11. Filtering General Stochastic Systems -- Chapter 12. Stochastic Control Partial Observations Finite Horizon -- Chapter 13. Stochastic Control Partial Observations Infinite Horizon -- Chapter 14. The Communication of Information -- Chapter 15. Mathematics Notation, Concepts, and Results -- Chapter 16. Probability Further Theory -- Chapter 17. Stochastic Processes -- Specialized Topics -- Chapter 18. Deterministic Dynamic Systems -- Chapter 19. The Lyapunov and the Riccati Systems and Their Equations -- Chapter 20. Dissipative Systems -- Chapter 21. The Dissipation Matrix Inequality. 001438706 506__ $$aAccess limited to authorized users. 001438706 520__ $$aThis book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochastic systems so that they can then apply its principles to their own stochastic control systems and to the solution of control, filtering, and realization problems for such systems. Applications of the theory in the book include the control of ships, shock absorbers, traffic and communications networks, and power systems with fluctuating power flows. The focus of the book is a stochastic control system defined for a spectrum of probability distributions including Bernoulli, finite, Poisson, beta, gamma, and Gaussian distributions. The concepts of observability and controllability of a stochastic control system are defined and characterized. Each output process considered is, with respect to conditions, represented by a stochastic system called a stochastic realization. The existence of a control law is related to stochastic controllability while the existence of a filter system is related to stochastic observability. Stochastic control with partial observations is based on the existence of a stochastic realization of the filtration of the observed process. 001438706 588__ $$aOnline resource; title from PDF title page (SpringerLink, viewed August 18, 2021). 001438706 650_0 $$aStochastic control theory. 001438706 650_0 $$aStochastic systems. 001438706 650_0 $$aDiscrete-time systems. 001438706 650_6 $$aCommande stochastique. 001438706 650_6 $$aSystèmes stochastiques. 001438706 650_6 $$aSystèmes échantillonnés. 001438706 655_0 $$aElectronic books. 001438706 77608 $$iPrint version:$$aSchuppen, J.H. van.$$tControl and system theory of discrete-time stochastic systems.$$dCham : Springer, [2021]$$z3030669513$$z9783030669515$$w(OCoLC)1225624778 001438706 830_0 $$aCommunications and control engineering. 001438706 852__ $$bebk 001438706 85640 $$3Springer Nature$$uhttps://univsouthin.idm.oclc.org/login?url=https://link.springer.com/10.1007/978-3-030-66952-2$$zOnline Access$$91397441.1 001438706 909CO $$ooai:library.usi.edu:1438706$$pGLOBAL_SET 001438706 980__ $$aBIB 001438706 980__ $$aEBOOK 001438706 982__ $$aEbook 001438706 983__ $$aOnline 001438706 994__ $$a92$$bISE