Foundations of Deterministic and Stochastic Control (Systems & Control: Foundations & Applications) - Hardcover

Davis, Jon H.

Hardcover

ISBN 10: 0817642579 ISBN 13: 9780817642570

Publisher: Birkhäuser, 2002

Synopsis

"This volume is a textbook on linear control systems with an emphasis on stochastic optimal control with solution methods using spectral factorization in line with the original approach of N. Wiener. Continuous-time and discrete-time versions are presented in parallel…. Two appendices introduce functional analytic concepts and probability theory, and there are 77 references and an index. The chapters (except for the last two) end with problems…. [T]he book presents in a clear way important concepts of control theory and can be used for teaching." ―Zentralblatt Math

 

"This is a textbook intended for use in courses on linear control and filtering and estimation on (advanced) levels. Its major purpose is an introduction to both deterministic and stochastic control and estimation. Topics are treated in both continuous time and discrete time versions…. Each chapter involves problems and exercises, and the book is supplemented by appendices, where fundamentals on Hilbert and Banach spaces, operator theory, and measure theoretic probability may be found. The book will be very useful for students, but also for a variety of specialists interested in deterministic and stochastic control and filtering." ―Applications of Mathematics

 

"The strength of the book under review lies in the choice of specialized topics it contains, which may not be found in this form elsewhere. Also, the first half would make a good standard course in linear control." ―Journal of the Indian Institute of Science

About this title

Synopsis

Control theory has applications to a number of areas in engineering and communication theory. This introductory text on the subject is fairly self-contained and aimed primarily at advanced mathematics and engineering students in various disciplines. The topics covered include realization problems, linear-quadratic optimal control, stability theory, stochastic modeling and recursive estimation algorithms in communications and control, and distributed system modeling. These topics have a wide range of applicability, and provide background for further study in the control and communications areas. In the early chapters the basics of linear control systems as well as the fundamentals of stochastic control are presented in a unique way so that the methods generalize to a useful class of distributed parameter and nonlinear system models. The control of distributed parameter systems (systems governed by PDEs) is based on the framework of linear quadratic Gaussian optimization problems. The approach here utilizes methods based on Wiener-Hopf integral equations. Additionally, the important notion of state space modeling of distributed systems is examined.

Basic results due to Gohberg and Krein on convolution are given and many results are illustrated with some examples that carry throughout the text.

Edition details

• Publisher: Birkhäuser
• Publication date: 2002
• Language: English
• ISBN 10: 0817642579
• ISBN 13: 9780817642570
• Binding: Hardcover
• Number of pages: 426