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Bücher Englische Bücher Wissen & Bildung Naturwissenschaft, Medizin, Informatik, Technik Mathematik Wahrscheinlichkeitstheorie & Statistik Foundations of Deterministic and Stochastic Control
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Foundations of Deterministic and Stochastic Control
Jon H. Davis (Gebundene Ausgabe, Englisch)
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Beschreibung
Control theory has applications to a number of areas in engineering
and communication theory. This introductory text on the subject is
fairly self-contained, and consists of a wide range of topics that
include realization problems, linear-quadratic optimal control,
stability theory, stochastic modeling and recursive estimation
algorithms in communications and control, and distributed system… modeling.
In the early chapters methods based on Wiener--Hopf integral
equations are utilized. The fundamentals of both linear control
systems as well as stochastic control are presented in a unique way so
that the methods generalize to a useful class of distributed parameter
and nonlinear system models. The control of distributed parameter
systems (systems governed by PDEs) is based on the framework of linear
quadratic Gaussian optimization problems.
Additionally, the important notion of state space modeling of
distributed systems is examined. Basic results due to Gohberg and
Krein on convolution are given and many results are illustrated with
some examples that carry throughout the text.
The standard linear regulator problem is studied in the continuous
and discrete time cases, followed by a discussion of (dual) filtering
problems. Later chapters treat the stationary regulator and filtering
problems using a Wiener--Hopf approach. This leads to spectral
factorization problems and useful iterative algorithms that follow
naturally from the methods employed. The interplay between time and
frequency domain approaches is emphasized.
"Foundations of Deterministic and Stochastic Control" is geared
primarily towards advanced mathematics and engineering students in
various disciplines. Dieses Produkt haben wir gerade leider nicht auf Lager.
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Technische Daten
Erscheinungsdatum
19.04.2002
Sprache
Englisch
EAN
9780817642570
Herausgeber
Birkhäuser Boston
Serien- oder Bandtitel
Systems & Control: Foundations & Applications
Sonderedition
Nein
Autor
Jon H. Davis
Seitenanzahl
426
Auflage
1
Einbandart
Gebundene Ausgabe
Schlagwörter
Communications, Control/Systems Theory, Markov model, Markov process, PDEs, Stochastic processes, Tracking, actor, distance, filtering problem, partial differential equations
Thema-Inhalt
PBT - Wahrscheinlichkeitsrechnung und Statistik
PBWL - Stochastik
TJFM - Regelungstechnik
GPFC - Kybernetik und Systemtheorie
PBKJ - Differentialrechnung und -gleichungen
TJK - Nachrichtententechnik, Telekommunikation
Höhe
235 mm
Breite
15.5 cm
Hersteller: Springer Nature Customer Service Center GmbH, Europaplatz 3, Heidelberg, Deutschland, 69115, ProductSafety@springernature.com
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