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Foundations of Deterministic and Stochastic Control (Systems & Control: Foundations & Applications)

Jon H. Davis




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 | #5862388 in Books |  Birkhäuser |  2002-04-19 | Original language:English | PDF # 1 |  9.21 x1.00 x6.14l,1.75 | File type: PDF | 400 pages

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|| ||"This volume is a textbook on linear control systems with an emphasis on stochastic optimal control with solution methods using spectral factorization in line with the original approach of N. Wiener. Continuous-time and discrete-time versions are presented in

"This volume is a textbook on linear control systems with an emphasis on stochastic optimal control with solution methods using spectral factorization in line with the original approach of N. Wiener. Continuous-time and discrete-time versions are presented in parallel…. Two appendices introduce functional analytic concepts and probability theory, and there are 77 references and an index. The chapters (except for the last two) end with problems…. [T]he bo...

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