Control and System Theory of Discrete-time Stochastic Systems, Paperback by V...

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Book Title	Control and System Theory of Discrete-time Stochastic Systems
Author	Van Schuppen, Jan H.
Language	english
ISBN	9783030669546

Control and System Theory of Discrete-time Stochastic Systems, Paperback by Van Schuppen, Jan H., ISBN 3030669548, ISBN-13 9783030669546, Brand New, Free P&P in the UK

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 th include the control of ships, shock absorbers, traffic and communications networks, and power systems with fluctuating power flows.

The focus of th 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.?

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