Overview
- Detailed study with survey character on rational matrix equations in stochastic control
Part of the book series: Lecture Notes in Control and Information Sciences (LNCIS, volume 297)
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Table of contents (6 chapters)
Keywords
About this book
This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation and numerical solutions. Primarily a survey in character, this monograph is intended for researchers, graduate students and engineers in control theory and applied linear algebra.
Bibliographic Information
Book Title: Rational Matrix Equations in Stochastic Control
Editors: Tobias Damm
Series Title: Lecture Notes in Control and Information Sciences
DOI: https://doi.org/10.1007/b10906
Publisher: Springer Berlin, Heidelberg
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eBook Packages: Springer Book Archive
Copyright Information: Springer-Verlag Berlin Heidelberg 2004
Softcover ISBN: 978-3-540-20516-6Published: 23 January 2004
eBook ISBN: 978-3-540-40001-1Published: 03 May 2004
Series ISSN: 0170-8643
Series E-ISSN: 1610-7411
Edition Number: 1
Number of Pages: XV, 200
Topics: Probability Theory and Stochastic Processes, Control, Robotics, Mechatronics, Linear and Multilinear Algebras, Matrix Theory, Systems Theory, Control, Mathematical and Computational Engineering