Control and System Theory of Discrete Time Stochastic Systems is popular PDF and ePub book, written by Jan H. van Schuppen in 2021-08-02, it is a fantastic choice for those who relish reading online the Technology & Engineering genre. Let's immerse ourselves in this engaging Technology & Engineering book by exploring the summary and details provided below. Remember, Control and System Theory of Discrete Time Stochastic Systems can be Read Online from any device for your convenience.
Control and System Theory of Discrete Time Stochastic Systems Book PDF Summary
This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochastic systems so that they can then apply its principles to their own stochastic control systems and to the solution of control, filtering, and realization problems for such systems. Applications of the theory in the book include the control of ships, shock absorbers, traffic and communications networks, and power systems with fluctuating power flows. The focus of the book is a stochastic control system defined for a spectrum of probability distributions including Bernoulli, finite, Poisson, beta, gamma, and Gaussian distributions. The concepts of observability and controllability of a stochastic control system are defined and characterized. Each output process considered is, with respect to conditions, represented by a stochastic system called a stochastic realization. The existence of a control law is related to stochastic controllability while the existence of a filter system is related to stochastic observability. Stochastic control with partial observations is based on the existence of a stochastic realization of the filtration of the observed process.
Detail Book of Control and System Theory of Discrete Time Stochastic Systems PDF
- Author : Jan H. van Schuppen
- Release : 02 August 2021
- Publisher : Springer Nature
- ISBN : 9783030669522
- Genre : Technology & Engineering
- Total Page : 940 pages
- Language : English
- PDF File Size : 13,7 Mb
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