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Stabilization of Control Systems: Stochastic Modelling and Applied Probability, cartea 20

Autor O. Hijab
en Limba Engleză Hardback – 5 noi 1986
The problem of controlling or stabilizing a system of differential equa­ tions in the presence of random disturbances is intuitively appealing and has been a motivating force behind a wide variety of results grouped loosely together under the heading of "Stochastic Control." This book is concerned with a special instance of this general problem, the "Adaptive LQ Regulator," which is a stochastic control problem of partially observed type that can, in certain cases, be solved explicitly. We first describe this problem, as it is the focal point for the entire book, and then describe the contents of the book. The problem revolves around an uncertain linear system x(O) = x~ in R", where 0 E {1, ... , N} is a random variable representing this uncertainty and (Ai' B , C) and xJ are the coefficient matrices and initial state, respectively, of j j a linear control system, for eachj = 1, ... , N. A common assumption is that the mechanism causing this uncertainty is additive noise, and that conse­ quently the "controller" has access only to the observation process y( . ) where y = Cex +~.
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Specificații

ISBN-13: 9780387963846
ISBN-10: 0387963847
Pagini: 129
Ilustrații: XII, 129 p.
Dimensiuni: 155 x 235 x 10 mm
Greutate: 0.38 kg
Ediția:1987
Editura: Springer
Colecția Springer
Seria Stochastic Modelling and Applied Probability

Locul publicării:New York, NY, United States

Public țintă

Research

Cuprins

1 Input/Output Properties.- 2 The LQ Regulator.- 3 Brownian Motion.- 4 Filtering.- 5 The Adaptive LQ Regulator.- Appendix Solutions to Exercises.