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  • 1
    Online Resource
    Online Resource
    Introduction to stochastic control theory (2010)
    New York : Academic Press
    Details
    UID:
    gbv_878889310
    Format: Online Ressource (xi, 299 pages) , illustrations.
    Edition: Online-Ausg. [S.l.] HathiTrust Digital Library Online-Ausg. [S.l.] : HathiTrust Digital Library
    ISBN: 0120656507 , 9780080955797 , 0080955797 , 9780120656509
    Series Statement: Mathematics in science and engineering v. 70
    Content: Stochastic control -- Stochastic processes -- Stochastic state models -- Analysis of dynamical systems whose inputs are stochastic processes -- Parametric optimization -- Minimal variance control strategies -- Prediction and filtering theory -- Linear stochastic control theory
    Note: Includes bibliographical references and index. - Print version record , Print version record , Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002 , Stochastic controlStochastic processes -- Stochastic state models -- Analysis of dynamical systems whose inputs are stochastic processes -- Parametric optimization -- Minimal variance control strategies -- Prediction and filtering theory -- Linear stochastic control theory. , Online-Ausg. [S.l.] : HathiTrust Digital Library , Master and use copy. Digital master created according to Benchmark for Faithful Digital Reproductions of Monographs and Serials, Version 1. Digital Library Federation, December 2002.
    Additional Edition: ISBN 0120656507
    Additional Edition: Erscheint auch als Druck-Ausgabe Åström, Karl J. (Karl Johan), 1934- Introduction to stochastic control theory New York, Academic Press, 1970
    Language: English
    Keywords: Stochastische Kontrolltheorie ; Electronic books ; Electronic books
    URL: Volltext  (lizenzpflichtig)
    URL: Volltext
    URL: lizenzpflichtig
    Author information: Åström, Karl J. 1934-
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Online Access
    Stabi Berlin
    UB Potsdam
  • 2
    Online Resource
    Online Resource
    Introduction to stochastic control theory / (1970)
    New York :Academic Press,
    Details
    UID:
    almahu_9947366305502882
    Format: 1 online resource (317 p.)
    ISBN: 1-282-70287-4 , 9786612702877 , 0-08-095579-7
    Series Statement: Mathematics in science and engineering ; volume 70
    Content: In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank
    Note: Description based upon print version of record. , Front Cover; Introduction to Stochastic Control Theory; Copyright Page; TABLE OF CONTENTS; Preface; Acknowledgments; CHAPTER 1 STOCHASTIC CONTROL; 1. Introduction; 2. Theory of Feedback Control; 3. How to Characterize Disturbances; 4. Stochastic Control Theory; 5. Outline of the Contents of the Book; 6. Bibliography and Comments; CHAPTER 2 STOCHASTIC PROCESSES; 1. Introduction; 2. The Concept of a Stochastic Process; 3. Some Special Stochastic Processes; 4. The Covariance Function; 5. The Concept of Spectral Density; 6. Analysis of Stochastic Processes; 7. Bibliography and Comments , CHAPTER 3 STOCHASTIC STATE MODELS1. Introduction; 2. Discrete Time Systems; 3. Solution of Stochastic Difference Equations; 4. Continuous Time Systems; 5. Stochastic Integrals; 6. Linear Stochastic Differential Equations; 7. Nonlinear Stochastic Differential Equations; 8. Stochastic Calculus-The Ito Differentiation Rule; 9. Modeling of Physical Processes by Stochastic Differential Equations; 10. Sampling a Stochastic Differential Equation; 11. Bibliography and Comments; CHAPTER 4 ANALYSIS OF DYNAMICAL SYSTEMS WHOSE INPUTS ARE STOCHASTIC PROCESSES; 1. Introduction; 2. Discrete Time Systems , 3. Spectral Factorization of Discrete Time Processes4. Analysis of Continuous Time Systems Whose Input Signals Are Stochastic Processes; 5. Spectral Factorization of Continuous Time Processes; 6. Bibliography and Comments; CHAPTER 5 PARAMETRIC OPTIMIZATION; 1. Introduction; 2. Evaluation of Loss Functions for Discrete Time Systems; 3. Evaluation of Loss Functions for Continuous Time Systems; 4. Reconstruction of State Variables for Discrete Time Systems; 5. Reconstruction of State Variables for Continuous Time Systems; 6. Bibliography and Comments , CHAPTER 6 MINIMAL VARIANCE CONTROL STRATEGIES1. Introduction; 2. A Simple Example; 3. Optimal Prediction of Discrete Time Stationary Processes; 4. Minimal Variance Control Strategies; 5. Sensitivity of the Optimal System; 6. An Industrial Application; 7. Bibliography and Comments; CHAPTER 7 PREDICTION AND FILTERING THEORY; 1. Introduction; 2. Formulation of Prediction and Estimation Problems; 3. Preliminaries; 4. State Estimation for Discrete Time Systems; 5. Duality; 6. State Estimation for Continuous Time Processes; 7. Bibliography and Comments; CHAPTER 8 LINEAR STOCHASTIC CONTROL THEORY , 1. Introduction2. Formulation; 3. Preliminaries; 4. Complete State Information; 5. Incomplete State Information 1; 6. Incomplete State Information 2; 7. Continuous Time Problems; 8. Bibliography and Comments; Index; Mathematics in Science and Engineering , English
    Additional Edition: ISBN 0-12-065650-7
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    HU Berlin
  • 3
    Online Resource
    Online Resource
    Introduction to stochastic control theory / (1970)
    New York :Academic Press,
    Details
    UID:
    edoccha_9958087852702883
    Format: 1 online resource (317 p.)
    ISBN: 1-282-70287-4 , 9786612702877 , 0-08-095579-7
    Series Statement: Mathematics in science and engineering ; volume 70
    Content: In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank
    Note: Description based upon print version of record. , Front Cover; Introduction to Stochastic Control Theory; Copyright Page; TABLE OF CONTENTS; Preface; Acknowledgments; CHAPTER 1 STOCHASTIC CONTROL; 1. Introduction; 2. Theory of Feedback Control; 3. How to Characterize Disturbances; 4. Stochastic Control Theory; 5. Outline of the Contents of the Book; 6. Bibliography and Comments; CHAPTER 2 STOCHASTIC PROCESSES; 1. Introduction; 2. The Concept of a Stochastic Process; 3. Some Special Stochastic Processes; 4. The Covariance Function; 5. The Concept of Spectral Density; 6. Analysis of Stochastic Processes; 7. Bibliography and Comments , CHAPTER 3 STOCHASTIC STATE MODELS1. Introduction; 2. Discrete Time Systems; 3. Solution of Stochastic Difference Equations; 4. Continuous Time Systems; 5. Stochastic Integrals; 6. Linear Stochastic Differential Equations; 7. Nonlinear Stochastic Differential Equations; 8. Stochastic Calculus-The Ito Differentiation Rule; 9. Modeling of Physical Processes by Stochastic Differential Equations; 10. Sampling a Stochastic Differential Equation; 11. Bibliography and Comments; CHAPTER 4 ANALYSIS OF DYNAMICAL SYSTEMS WHOSE INPUTS ARE STOCHASTIC PROCESSES; 1. Introduction; 2. Discrete Time Systems , 3. Spectral Factorization of Discrete Time Processes4. Analysis of Continuous Time Systems Whose Input Signals Are Stochastic Processes; 5. Spectral Factorization of Continuous Time Processes; 6. Bibliography and Comments; CHAPTER 5 PARAMETRIC OPTIMIZATION; 1. Introduction; 2. Evaluation of Loss Functions for Discrete Time Systems; 3. Evaluation of Loss Functions for Continuous Time Systems; 4. Reconstruction of State Variables for Discrete Time Systems; 5. Reconstruction of State Variables for Continuous Time Systems; 6. Bibliography and Comments , CHAPTER 6 MINIMAL VARIANCE CONTROL STRATEGIES1. Introduction; 2. A Simple Example; 3. Optimal Prediction of Discrete Time Stationary Processes; 4. Minimal Variance Control Strategies; 5. Sensitivity of the Optimal System; 6. An Industrial Application; 7. Bibliography and Comments; CHAPTER 7 PREDICTION AND FILTERING THEORY; 1. Introduction; 2. Formulation of Prediction and Estimation Problems; 3. Preliminaries; 4. State Estimation for Discrete Time Systems; 5. Duality; 6. State Estimation for Continuous Time Processes; 7. Bibliography and Comments; CHAPTER 8 LINEAR STOCHASTIC CONTROL THEORY , 1. Introduction2. Formulation; 3. Preliminaries; 4. Complete State Information; 5. Incomplete State Information 1; 6. Incomplete State Information 2; 7. Continuous Time Problems; 8. Bibliography and Comments; Index; Mathematics in Science and Engineering , English
    Additional Edition: ISBN 0-12-065650-7
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
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    Online Resource
    Charité
  • 4
    Online Resource
    Online Resource
    Introduction to stochastic control theory / (1970)
    New York :Academic Press,
    Details
    UID:
    edocfu_9958087852702883
    Format: 1 online resource (317 p.)
    ISBN: 1-282-70287-4 , 9786612702877 , 0-08-095579-7
    Series Statement: Mathematics in science and engineering ; volume 70
    Content: In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank
    Note: Description based upon print version of record. , Front Cover; Introduction to Stochastic Control Theory; Copyright Page; TABLE OF CONTENTS; Preface; Acknowledgments; CHAPTER 1 STOCHASTIC CONTROL; 1. Introduction; 2. Theory of Feedback Control; 3. How to Characterize Disturbances; 4. Stochastic Control Theory; 5. Outline of the Contents of the Book; 6. Bibliography and Comments; CHAPTER 2 STOCHASTIC PROCESSES; 1. Introduction; 2. The Concept of a Stochastic Process; 3. Some Special Stochastic Processes; 4. The Covariance Function; 5. The Concept of Spectral Density; 6. Analysis of Stochastic Processes; 7. Bibliography and Comments , CHAPTER 3 STOCHASTIC STATE MODELS1. Introduction; 2. Discrete Time Systems; 3. Solution of Stochastic Difference Equations; 4. Continuous Time Systems; 5. Stochastic Integrals; 6. Linear Stochastic Differential Equations; 7. Nonlinear Stochastic Differential Equations; 8. Stochastic Calculus-The Ito Differentiation Rule; 9. Modeling of Physical Processes by Stochastic Differential Equations; 10. Sampling a Stochastic Differential Equation; 11. Bibliography and Comments; CHAPTER 4 ANALYSIS OF DYNAMICAL SYSTEMS WHOSE INPUTS ARE STOCHASTIC PROCESSES; 1. Introduction; 2. Discrete Time Systems , 3. Spectral Factorization of Discrete Time Processes4. Analysis of Continuous Time Systems Whose Input Signals Are Stochastic Processes; 5. Spectral Factorization of Continuous Time Processes; 6. Bibliography and Comments; CHAPTER 5 PARAMETRIC OPTIMIZATION; 1. Introduction; 2. Evaluation of Loss Functions for Discrete Time Systems; 3. Evaluation of Loss Functions for Continuous Time Systems; 4. Reconstruction of State Variables for Discrete Time Systems; 5. Reconstruction of State Variables for Continuous Time Systems; 6. Bibliography and Comments , CHAPTER 6 MINIMAL VARIANCE CONTROL STRATEGIES1. Introduction; 2. A Simple Example; 3. Optimal Prediction of Discrete Time Stationary Processes; 4. Minimal Variance Control Strategies; 5. Sensitivity of the Optimal System; 6. An Industrial Application; 7. Bibliography and Comments; CHAPTER 7 PREDICTION AND FILTERING THEORY; 1. Introduction; 2. Formulation of Prediction and Estimation Problems; 3. Preliminaries; 4. State Estimation for Discrete Time Systems; 5. Duality; 6. State Estimation for Continuous Time Processes; 7. Bibliography and Comments; CHAPTER 8 LINEAR STOCHASTIC CONTROL THEORY , 1. Introduction2. Formulation; 3. Preliminaries; 4. Complete State Information; 5. Incomplete State Information 1; 6. Incomplete State Information 2; 7. Continuous Time Problems; 8. Bibliography and Comments; Index; Mathematics in Science and Engineering , English
    Additional Edition: ISBN 0-12-065650-7
    Language: English
    Library Location Call Number Volume/Issue/Year Availability
    BibTip Others were also interested in ...
    Online Resource
    FU Berlin
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