Karl J. Astrom: Introduction to Stochastic Control Theory
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- Kategoria: tekniikka, teollisuus, , , alakategoria: metalliteollisuus, konetekniikka, liikennevälineet
- Materiaali: Pokkari
- Kustantaja: Dover Pubns
- Kieli: englanti
- ISBN: 9780486445311
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- Katseltu: 107 krt
- Suosituksia: 2 kpl
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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 opening chapters provide background 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 examined, along with an example of an industrial application. Subsequent discussions cover filtering and prediction theory in addition to the general stochastic control problem for linear systems with quadratic criteria. 1970 ed.