Communications and Control Engineering
cover

Control and System Theory of Discrete-Time Stochastic Systems

Authors: van Schuppen, Jan H.

  • Motivates detailed theoretical work with relevant real-world problems
  • Broadens reader understanding of control and system theory
  • Provides comprehensive definitions of multiple related concepts
  • Offers in-depth treatment of stochastic control with partial observation
  • Equips readers with uniform treatment of various system probability distributions
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Buy this book

eBook $169.00
price for USA in USD
  • The eBook version of this title will be available soon
  • Due: July 10, 2021
  • ISBN 978-3-030-66952-2
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
Hardcover $219.99
price for USA in USD
  • Customers within the U.S. and Canada please contact Customer Service at +1-800-777-4643, Latin America please contact us at +1-212-460-1500 (24 hours a day, 7 days a week). Pre-ordered printed titles are excluded from promotions.
  • Due: June 12, 2021
  • ISBN 978-3-030-66951-5
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
About this book

This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochastic systems so that they can then apply its principles to their own stochastic control systems and to the solution of control, filtering, and realization problems for such systems. Applications of the theory in the book include the control of ships, shock absorbers, traffic and communications networks, and power systems with fluctuating power flows.

The focus of the book is a stochastic control system defined for a spectrum of probability distributions including Bernoulli, finite, Poisson, beta, gamma, and Gaussian distributions. The concepts of observability and controllability of a stochastic control system are defined and characterized. Each output process considered is, with respect to conditions, represented by a stochastic system called a stochastic realization. The existence of a control law is related to stochastic controllability while the existence of a filter system is related to stochastic observability. Stochastic control with partial observations is based on the existence of a stochastic realization of the filtration of the observed process.​

About the authors

Professor Jan H. van Schuppen gained his PhD from the Department of Electrical Engineering and Computer Science of the University of California at Berkeley in 1973. His research contributions are primarily in control and system theory, in particular in the subareas of stochastic control, filtering, stochastic realization, control of discrete-event systems and of hybrid systems, and control and system theory of rational systems. He has teaching experience at Washington University, University of Illinois, the VU University Amsterdam and University of Technology in Delft. He has acted as research advisor of 12 post-doctoral researchers and of 19 Ph.D. students.  His organizational activities include being Co-Editor of the journal Mathematics of Control, Signals, and Systems, Co-Editor-at-Large of the journal IEEE Transactions on Automatic Control, co-editor of two conference proceedings, co-editor of two edited books, coordinator of four projects which were financially supported by the European Commission, and being director of the Dutch Network Systems and Control for the organization of a course program of systems and control for Ph.D. students.

Buy this book

eBook $169.00
price for USA in USD
  • The eBook version of this title will be available soon
  • Due: July 10, 2021
  • ISBN 978-3-030-66952-2
  • Digitally watermarked, DRM-free
  • Included format:
  • ebooks can be used on all reading devices
Hardcover $219.99
price for USA in USD
  • Customers within the U.S. and Canada please contact Customer Service at +1-800-777-4643, Latin America please contact us at +1-212-460-1500 (24 hours a day, 7 days a week). Pre-ordered printed titles are excluded from promotions.
  • Due: June 12, 2021
  • ISBN 978-3-030-66951-5
  • Free shipping for individuals worldwide
  • Institutional customers should get in touch with their account manager
  • Covid-19 shipping restrictions
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Bibliographic Information

Bibliographic Information
Book Title
Control and System Theory of Discrete-Time Stochastic Systems
Authors
Series Title
Communications and Control Engineering
Copyright
2021
Publisher
Springer International Publishing
Copyright Holder
Springer Nature Switzerland AG
eBook ISBN
978-3-030-66952-2
DOI
10.1007/978-3-030-66952-2
Hardcover ISBN
978-3-030-66951-5
Series ISSN
0178-5354
Edition Number
1
Number of Pages
XXIX, 925
Number of Illustrations
21 b/w illustrations
Topics