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出版社： Dover Publications
ISBN：9780486445311
商品编码：1130457085
包装：平装
外文名称：Introduction to Stocha...
出版时间：2006-01-06
页数：299
正文语种：英语
具体描述
图书基本信息
Introduction to Stochastic Control Theory
作者： Karl J. Astrom;
ISBN13： 9780486445311
类型： 平装(简装书)
语种： 英语（English）
出版日期： 2006-01-06
出版社： Dover Publications
页数： 299
重量（克）： 322
尺寸： 140 x 17 x 216 mm
商品简介
This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems.The first three chapters provide motivation and background material on stochastic processes, followed by an analysis of dynamical systems with inputs of stochastic processes. A simple version of the problem of optimal control of stochastic systems is discussed, along with an example of an industrial application of this theory. Subsequent discussions cover filtering and prediction theory as well as the general stochastic control problem for linear systems with quadratic criteria.
Each chapter begins with the discrete time version of a problem and progresses to a more challenging continuous time version of the same problem. Prerequisites include courses in analysis and probability theory in addition to a course in dynamical systems that covers frequency response and the state-space approach for continuous time and discrete time systems.
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