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Rational Matrix Equations in Stochastic Control

Language EnglishEnglish
Book Paperback
Book Rational Matrix Equations in Stochastic Control Tobias Damm
Libristo code: 01558797
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG, January 2004
This book is the first comprehensive treatment of rational matrix equations in stochastic systems, i... Full description
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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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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.

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About the book

Full name Rational Matrix Equations in Stochastic Control
Author Tobias Damm
Language English
Binding Book - Paperback
Date of issue 2004
Number of pages 200
EAN 9783540205166
ISBN 3540205160
Libristo code 01558797
Publishers Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Weight 345
Dimensions 155 x 235 x 13

Categories

Reference, Information & Interdisciplinary subjects > Research & information: general > Information theory > Cybernetics & systems theory
Mathematics & Science > Mathematics > Applied mathematics > Stochastics
Technology, Engineering, Agriculture > Electronics & communications engineering > Electronics engineering > Electronic devices & materials
Technology, Engineering, Agriculture > Electronics & communications engineering > Electronics engineering > Automatic control engineering
Mathematics & Science > Mathematics > Algebra
Mathematics & Science > Mathematics > Probability & statistics
Technology, Engineering, Agriculture > Technology: general issues > Maths for engineers
Technology, Engineering, Agriculture > Energy technology & engineering > Electrical engineering
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