Introduction to Stochastic Control Theory
eBook - PDF

Introduction to Stochastic Control Theory

  1. 322 pages
  2. English
  3. PDF
  4. Available on iOS & Android
eBook - PDF

Introduction to Stochastic Control Theory

Book details
Table of contents
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About This Book

In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis, and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression.- Best operator approximation, - Non-Lagrange interpolation, - Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering

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Yes, you can access Introduction to Stochastic Control Theory by Karl J. Astrom in PDF and/or ePUB format, as well as other popular books in Mathematics & Mathematical Analysis. We have over one million books available in our catalogue for you to explore.

Information

Publisher
Elsevier Science
Year
1971
ISBN
9780080955797
Topic
Mathematics
Subtopic
Mathematical Analysis
Index
Mathematics

Table of contents

  1. Front Cover
  2. Introduction to Stochastic Control Theory
  3. Copyright Page
  4. TABLE OF CONTENTS
  5. Preface
  6. Acknowledgments
  7. CHAPTER 1 STOCHASTIC CONTROL
  8. CHAPTER 2 STOCHASTIC PROCESSES
  9. CHAPTER 3 STOCHASTIC STATE MODELS
  10. CHAPTER 4 ANALYSIS OF DYNAMICAL SYSTEMS WHOSE INPUTS ARE STOCHASTIC PROCESSES
  11. CHAPTER 5 PARAMETRIC OPTIMIZATION
  12. CHAPTER 6 MINIMAL VARIANCE CONTROL STRATEGIES
  13. CHAPTER 7 PREDICTION AND FILTERING THEORY
  14. CHAPTER 8 LINEAR STOCHASTIC CONTROL THEORY
  15. Index
  16. Mathematics in Science and Engineering