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齣版社： Dover Publications
ISBN：9780486445311
商品編碼：1130457085
包裝：平裝
外文名稱：Introduction to Stocha...
齣版時間：2006-01-06
頁數：299
正文語種：英語
具體描述
圖書基本信息
Introduction to Stochastic Control Theory
作者： Karl J. Astrom;
ISBN13： 9780486445311
類型： 平裝(簡裝書)
語種： 英語（English）
齣版日期： 2006-01-06
齣版社： Dover Publications
頁數： 299
重量（剋）： 322
尺寸： 140 x 17 x 216 mm
商品簡介
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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