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Stochastic Modelling and Applied Probability

Stabilization of Control Systems

Authors: Hijab, O.

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About this book

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 +~.

Table of contents (5 chapters)

Table of contents (5 chapters)
  • Input/Output Properties

    Pages 1-20

    Hijab, O.

  • The LQ Regulator

    Pages 21-42

    Hijab, O.

  • Brownian Motion

    Pages 43-63

    Hijab, O.

  • Filtering

    Pages 64-83

    Hijab, O.

  • The Adaptive LQ Regulator

    Pages 84-102

    Hijab, O.

Buy this book

eBook n/a
  • ISBN 978-1-4899-0013-5
  • Digitally watermarked, DRM-free
  • Included format: PDF
  • ebooks can be used on all reading devices
Hardcover n/a
  • ISBN 978-0-387-96384-6
  • Free shipping for individuals worldwide
Softcover n/a
  • ISBN 978-1-4419-3080-4
  • Free shipping for individuals worldwide
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Bibliographic Information

Bibliographic Information
Book Title
Stabilization of Control Systems
Authors
Series Title
Stochastic Modelling and Applied Probability
Series Volume
20
Copyright
1987
Publisher
Springer-Verlag New York
Copyright Holder
Springer Science+Business Media New York
eBook ISBN
978-1-4899-0013-5
DOI
10.1007/978-1-4899-0013-5
Hardcover ISBN
978-0-387-96384-6
Softcover ISBN
978-1-4419-3080-4
Series ISSN
0172-4568
Edition Number
1
Number of Pages
XII, 129
Topics