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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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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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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.
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Detailed study with survey character on rational matrix equations in stochastic control
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Produktdetaljer
ISBN
9783540205166
Publisert
2004-01-23
Utgiver
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Aldersnivå
Research, G, P, 01, 06
Språk
Product language
Engelsk
Format
Product format
Heftet
Antall sider
15
Forfatter