Discrete-time Stochastic Systems

Discrete-time Stochastic Systems
Author: Torsten Söderström
Publisher: Springer Science & Business Media
Total Pages: 387
Release: 2012-12-06
Genre: Mathematics
ISBN: 1447101014

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This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition includes improved and updated material, and a new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.


Discrete-time Stochastic Systems
Language: en
Pages: 387
Authors: Torsten Söderström
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition inc
Control and System Theory of Discrete-Time Stochastic Systems
Language: en
Pages: 940
Authors: Jan H. van Schuppen
Categories: Technology & Engineering
Type: BOOK - Published: 2021-08-02 - Publisher: Springer Nature

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This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochasti
Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
Language: en
Pages: 349
Authors: Vasile Dragan
Categories: Mathematics
Type: BOOK - Published: 2009-11-10 - Publisher: Springer Science & Business Media

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In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations an
Optimal Control of Discrete Time Stochastic Systems
Language: en
Pages: 215
Authors: C. Striebel
Categories: Business & Economics
Type: BOOK - Published: 2013-12-21 - Publisher: Springer

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Discrete Stochastic Processes
Language: en
Pages: 280
Authors: Robert G. Gallager
Categories: Technology & Engineering
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

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Stochastic processes are found in probabilistic systems that evolve with time. Discrete stochastic processes change by only integer time steps (for some time sc