Lecture Notes in Control and Information Sciences

Damm, Tobias

This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation and numerical solutions. Primarily a survey in character, this monograph is intended  for researchers, graduate students and engineers in control theory and applied linear algebra.

Details

Published by: Springer

Publication Date: 2004-01-23

Format: Paperback

ISBN-13: 9783540205166

DOI: 10.1007/b10906

Dimensions: cm xcm

Pages: 200