Foundations of Deterministic and Stochastic Control:
Gespeichert in:
1. Verfasser: | |
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Format: | Elektronisch E-Book |
Sprache: | English |
Veröffentlicht: |
Boston, MA
Birkhäuser Boston
2002
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Schriftenreihe: | Systems & Control: Foundations & Applications
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Schlagworte: | |
Online-Zugang: | Volltext |
Beschreibung: | Control theory has applications to a number of areas in engineering and communication theory. This introductory text on the subject is fairly self-contained, and consists of a wide range of topics that include realization problems, linear-quadratic optimal control, stability theory, stochastic modeling and recursive estimation algorithms in communications and control, and distributed system modeling. In the early chapters methods based on Wiener--Hopf integral equations are utilized. The fundamentals of both linear control systems as well as stochastic control are presented in a unique way so that the methods generalize to a useful class of distributed parameter and nonlinear system models. The control of distributed parameter systems (systems governed by PDEs) is based on the framework of linear quadratic Gaussian optimization problems. Additionally, the important notion of state space modeling of distributed systems is examined. Basic results due to Gohberg and Krein on convolution are given and many results are illustrated with some examples that carry throughout the text. The standard linear regulator problem is studied in the continuous and discrete time cases, followed by a discussion of (dual) filtering problems. Later chapters treat the stationary regulator and filtering problems using a Wiener--Hopf approach. This leads to spectral factorization problems and useful iterative algorithms that follow naturally from the methods employed. The interplay between time and frequency domain approaches is emphasized. "Foundations of Deterministic and Stochastic Control" is geared primarily towards advanced mathematics and engineering students in various disciplines |
Beschreibung: | 1 Online-Ressource (XIV, 426 p) |
ISBN: | 9781461200710 9781461265993 |
ISSN: | 2324-9749 |
DOI: | 10.1007/978-1-4612-0071-0 |
Internformat
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dewey-sort | 3519 |
dewey-tens | 510 - Mathematics |
discipline | Mathematik |
doi_str_mv | 10.1007/978-1-4612-0071-0 |
format | Electronic eBook |
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institution | BVB |
isbn | 9781461200710 9781461265993 |
issn | 2324-9749 |
language | English |
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spelling | Davis, Jon H. Verfasser aut Foundations of Deterministic and Stochastic Control by Jon H. Davis Boston, MA Birkhäuser Boston 2002 1 Online-Ressource (XIV, 426 p) txt rdacontent c rdamedia cr rdacarrier Systems & Control: Foundations & Applications 2324-9749 Control theory has applications to a number of areas in engineering and communication theory. This introductory text on the subject is fairly self-contained, and consists of a wide range of topics that include realization problems, linear-quadratic optimal control, stability theory, stochastic modeling and recursive estimation algorithms in communications and control, and distributed system modeling. In the early chapters methods based on Wiener--Hopf integral equations are utilized. The fundamentals of both linear control systems as well as stochastic control are presented in a unique way so that the methods generalize to a useful class of distributed parameter and nonlinear system models. The control of distributed parameter systems (systems governed by PDEs) is based on the framework of linear quadratic Gaussian optimization problems. Additionally, the important notion of state space modeling of distributed systems is examined. Basic results due to Gohberg and Krein on convolution are given and many results are illustrated with some examples that carry throughout the text. The standard linear regulator problem is studied in the continuous and discrete time cases, followed by a discussion of (dual) filtering problems. Later chapters treat the stationary regulator and filtering problems using a Wiener--Hopf approach. This leads to spectral factorization problems and useful iterative algorithms that follow naturally from the methods employed. The interplay between time and frequency domain approaches is emphasized. "Foundations of Deterministic and Stochastic Control" is geared primarily towards advanced mathematics and engineering students in various disciplines Mathematics Differential equations, partial Systems theory Distribution (Probability theory) Telecommunication Systems Theory, Control Partial Differential Equations Probability Theory and Stochastic Processes Communications Engineering, Networks Mathematik Lineare Kontrolltheorie (DE-588)4123657-9 gnd rswk-swf Stochastische Kontrolltheorie (DE-588)4263657-7 gnd rswk-swf Lineare Kontrolltheorie (DE-588)4123657-9 s 1\p DE-604 Stochastische Kontrolltheorie (DE-588)4263657-7 s 2\p DE-604 https://doi.org/10.1007/978-1-4612-0071-0 Verlag Volltext 1\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk 2\p cgwrk 20201028 DE-101 https://d-nb.info/provenance/plan#cgwrk |
spellingShingle | Davis, Jon H. Foundations of Deterministic and Stochastic Control Mathematics Differential equations, partial Systems theory Distribution (Probability theory) Telecommunication Systems Theory, Control Partial Differential Equations Probability Theory and Stochastic Processes Communications Engineering, Networks Mathematik Lineare Kontrolltheorie (DE-588)4123657-9 gnd Stochastische Kontrolltheorie (DE-588)4263657-7 gnd |
subject_GND | (DE-588)4123657-9 (DE-588)4263657-7 |
title | Foundations of Deterministic and Stochastic Control |
title_auth | Foundations of Deterministic and Stochastic Control |
title_exact_search | Foundations of Deterministic and Stochastic Control |
title_full | Foundations of Deterministic and Stochastic Control by Jon H. Davis |
title_fullStr | Foundations of Deterministic and Stochastic Control by Jon H. Davis |
title_full_unstemmed | Foundations of Deterministic and Stochastic Control by Jon H. Davis |
title_short | Foundations of Deterministic and Stochastic Control |
title_sort | foundations of deterministic and stochastic control |
topic | Mathematics Differential equations, partial Systems theory Distribution (Probability theory) Telecommunication Systems Theory, Control Partial Differential Equations Probability Theory and Stochastic Processes Communications Engineering, Networks Mathematik Lineare Kontrolltheorie (DE-588)4123657-9 gnd Stochastische Kontrolltheorie (DE-588)4263657-7 gnd |
topic_facet | Mathematics Differential equations, partial Systems theory Distribution (Probability theory) Telecommunication Systems Theory, Control Partial Differential Equations Probability Theory and Stochastic Processes Communications Engineering, Networks Mathematik Lineare Kontrolltheorie Stochastische Kontrolltheorie |
url | https://doi.org/10.1007/978-1-4612-0071-0 |
work_keys_str_mv | AT davisjonh foundationsofdeterministicandstochasticcontrol |