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Linear Stochastic Systems with Constant Coefficients

Linear Stochastic Systems with Constant Coefficients PDF Author: Mátyás Arató
Publisher: Springer
ISBN:
Category : Mathematics
Languages : en
Pages : 328

Book Description

Linear Stochastic Systems with Constant Coefficients

Linear Stochastic Systems with Constant Coefficients PDF Author: Mátyás Arató
Publisher: Springer
ISBN:
Category : Mathematics
Languages : en
Pages : 328

Book Description

Linear Stochastic Systems with Constant Coefficients

Linear Stochastic Systems with Constant Coefficients PDF Author: M. Arato
Publisher:
ISBN: 9783662163573
Category :
Languages : en
Pages : 324

Book Description

Linear Stochastic Systems with Constant Coefficients

Linear Stochastic Systems with Constant Coefficients PDF Author: M. Arato
Publisher: Springer
ISBN: 9783540120902
Category : Mathematics
Languages : en
Pages : 311

Book Description

Linear Stochastic Control Systems

Linear Stochastic Control Systems PDF Author: Goong Chen
Publisher: CRC Press
ISBN: 9780849380754
Category : Business & Economics
Languages : en
Pages : 404

Book Description
Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Both continuous-time and discrete-time systems are thoroughly covered. Reviews of the modern probability and random processes theories and the Itô stochastic differential equations are provided. Discrete-time stochastic systems theory, optimal estimation and Kalman filtering, and optimal stochastic control theory are studied in detail. A modern treatment of these same topics for continuous-time stochastic control systems is included. The text is written in an easy-to-understand style, and the reader needs only to have a background of elementary real analysis and linear deterministic systems theory to comprehend the subject matter. This graduate textbook is also suitable for self-study, professional training, and as a handy research reference. Linear Stochastic Control Systems is self-contained and provides a step-by-step development of the theory, with many illustrative examples, exercises, and engineering applications.

Mathematical Methods in Robust Control of Linear Stochastic Systems

Mathematical Methods in Robust Control of Linear Stochastic Systems PDF Author: Vasile Dragan
Publisher: Springer Science & Business Media
ISBN: 0387359249
Category : Science
Languages : en
Pages : 320

Book Description
The book covers the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations. It includes detailed treatment of the fundamental properties of stochastic systems subjected both to multiplicative white noise and to jump Markovian perturbations. Systematic presentation leads the reader in a natural way to the original results. New theoretical results accompanied by detailed numerical examples, and the book proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations.

Stochastic Systems

Stochastic Systems PDF Author: Adomian
Publisher: Academic Press
ISBN: 0080956750
Category : Computers
Languages : en
Pages : 352

Book Description
Stochastic Systems

Applied Stochastic Differential Equations

Applied Stochastic Differential Equations PDF Author: Simo Särkkä
Publisher: Cambridge University Press
ISBN: 1316510085
Category : Business & Economics
Languages : en
Pages : 327

Book Description
With this hands-on introduction readers will learn what SDEs are all about and how they should use them in practice.

Linear Stochastic Systems

Linear Stochastic Systems PDF Author: Peter E. Caines
Publisher: SIAM
ISBN: 1611974704
Category : Mathematics
Languages : en
Pages : 892

Book Description
Linear Stochastic Systems, originally published in 1988, is today as comprehensive a reference to the theory of linear discrete-time-parameter systems as ever. Its most outstanding feature is the unified presentation, including both input-output and state space representations of stochastic linear systems, together with their interrelationships. The author first covers the foundations of linear stochastic systems and then continues through to more sophisticated topics including the fundamentals of stochastic processes and the construction of stochastic systems; an integrated exposition of the theories of prediction, realization (modeling), parameter estimation, and control; and a presentation of stochastic adaptive control theory. Written in a clear, concise manner and accessible to graduate students, researchers, and teachers, this classic volume also includes background material to make it self-contained and has complete proofs for all the principal results of the book. Furthermore, this edition includes many corrections of errata collected over the years.

Mathematical Models of Chemical Reactions

Mathematical Models of Chemical Reactions PDF Author: Péter Érdi
Publisher: Manchester University Press
ISBN: 9780719022081
Category : Chemical reactions
Languages : en
Pages : 296

Book Description

Probability Theory and Mathematical Statistics with Applications

Probability Theory and Mathematical Statistics with Applications PDF Author: Wilfried Grossmann
Publisher: Springer Science & Business Media
ISBN: 9789027725479
Category : Mathematics
Languages : en
Pages : 482

Book Description
Proceedings of the 5th Pannonian Symposium, Visegrad, Hungary, May 20-24, 1985
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