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Item Details
| Title:
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LINEAR STOCHASTIC CONTROL SYSTEMS
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| By: |
Goong Chen, Guanrong Chen, Shih-Hsun Hsu |
| Format: |
Hardback |
| List price:
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£200.00 |
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We currently do not stock this item, please contact the publisher directly for
further information.
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| ISBN 10: |
0849380758 |
| ISBN 13: |
9780849380754 |
| Publisher: |
TAYLOR & FRANCIS INC |
| Pub. date: |
12 July, 1995 |
| Series: |
Probability and Stochastics 3 |
| Pages: |
400 |
| Description: |
Presents a description of the mathematical theory and fundamental principles of linear stochastic control systems. This book reviews modern probability and random processes theories and the Ito stochastic differential equations. It is suitable for self-study, professional training, and as a handy research reference. |
| Synopsis: |
Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Both continuous-time and discrete-time systems are thoroughly covered. Reviews of the modern probability and random processes theories and the Ito stochastic differential equations are provided. Discrete-time stochastic systems theory, optimal estimation and Kalman filtering, and optimal stochastic control theory are studied in detail. A modern treatment of these same topics for continuous-time stochastic control systems is included. The text is written in an easy-to-understand style, and the reader needs only to have a background of elementary real analysis and linear deterministic systems theory to comprehend the subject matter. This graduate textbook is also suitable for self-study, professional training, and as a handy research reference. Linear Stochastic Control Systems is self-contained and provides a step-by-step development of the theory, with many illustrative examples, exercises, and engineering applications. |
| Illustrations: |
Illustrations |
| Publication: |
US |
| Imprint: |
CRC Press Inc |
| Returns: |
Non-returnable |
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