Control and system theory of discrete-time stochastic systems / Jan H. van Schuppen.
Schuppen, J. H. van, author.
2021
QA402.37 .S35 2021
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Title
Control and system theory of discrete-time stochastic systems / Jan H. van Schuppen.
Author
Schuppen, J. H. van, author.
ISBN
9783030669522 (electronic bk.)
3030669521 (electronic bk.)
9783030669515
3030669513
DOI
https://doi.org/10.1007/978-3-030-66952-2
Published
Cham : Springer, [2021]
Copyright
©2021
Language
English
Description
1 online resource : illustrations
Item Number
10.1007/978-3-030-66952-2 doi
Call Number
QA402.37 .S35 2021
Dewey Decimal Classification
629.8/312
Summary
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 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.
Bibliography, etc. Note
Includes bibliographical references and index.
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Access limited to authorized users.
Source of Description
Online resource; title from PDF title page (SpringerLink, viewed August 18, 2021).
Series
Communications and control engineering.
Available in Other Form
Control and system theory of discrete-time stochastic systems.
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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.

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