Rational Matrix Equations in Stochastic Control

This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation and numerical solutions. Primarily a survey in character, this monograph is intended  for researchers, graduate students and engineers in control theory and applied linear algebra.

List of contents

From the contents:
Introduction.- Aspects of stochastic control theory.- Optimal stabilization of linear stochastic systems.- Linear mappings on ordered vector spaces.- Newtons method.- Solution of the Riccati equation.

Summary

This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation and numerical solutions. Primarily a survey in character, this monograph is intended  for researchers, graduate students and engineers in control theory and applied linear algebra.

Product details

• Authors: Tobias Damm
• Publisher: Springer, Berlin
• Languages: English
• Product format: Paperback / Softback
• Released: 01.01.2004
• EAN: 9783540205166
• ISBN: 978-3-540-20516-6
• No. of pages: 203
• Weight: 350 g
• Illustrations: w. 7 figs.
• Series: Lecture Notes in Control and Information Sciences; Lecture Notes in Control and Information Sciences
• Subjects: Natural sciences, medicine, IT, technology > Mathematics > Probability theory, stochastic theory, mathematical statistics; Algebra, C, Robotics, engineering, Mathematical and Computational Engineering, Linear Algebra, Probability Theory and Stochastic Processes, Systems Theory, Control, Electronic devices & materials, Probabilities, Stochastics, Probability Theory, Engineering mathematics, Applied mathematics, Mathematical and Computational Engineering Applications, Maths for engineers, Matrix theory, Linear and Multilinear Algebras, Matrix Theory, Control, Robotics, Mechatronics, Control, Robotics, Automation, Control engineering, Mechatronics, Automatic control engineering, System Theory, Cybernetics & systems theory