Introduction to Stochastic Control Theory

This book PDF is perfect for those who love Technology & Engineering genre, written by Karl J. Åström and published by Courier Corporation which was released on 11 May 2012 with total hardcover pages 322. You could read this book directly on your devices with pdf, epub and kindle format, check detail and related Introduction to Stochastic Control Theory books below.

Introduction to Stochastic Control Theory
Introduction to Stochastic Control Theory
Author : Karl J. Åström
File Size : 46,7 Mb
Publisher : Courier Corporation
Language : English
Release Date : 11 May 2012
ISBN : 9780486138275
Pages : 322 pages
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Introduction to Stochastic Control Theory by Karl J. Åström Book PDF Summary

This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems. The first three chapters provide motivation and background material on stochastic processes, followed by an analysis of dynamical systems with inputs of stochastic processes. A simple version of the problem of optimal control of stochastic systems is discussed, along with an example of an industrial application of this theory. Subsequent discussions cover filtering and prediction theory as well as the general stochastic control problem for linear systems with quadratic criteria. Each chapter begins with the discrete time version of a problem and progresses to a more challenging continuous time version of the same problem. Prerequisites include courses in analysis and probability theory in addition to a course in dynamical systems that covers frequency response and the state-space approach for continuous time and discrete time systems.

Introduction to Stochastic Control Theory

Introduction to Stochastic Control Theory by Karl J. Åström

This text for upper-level undergraduates and graduate students explores stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria, it covers discrete time as well as continuous time systems. The first three chapters provide motivation and background material on stochastic

Get Book
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