Introduction to Stochastic Control Theory (Paperback)

Karl J. Astrom

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Language: English

Published by Dover Publications Inc., New York, 2006

0486445313 / 9780486445311

Series: Book 7 of 28 - Dover Books on Electrical Engineering

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Paperback. 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. Exploration of stochastic control theory in terms of analysis, parametric optimization, and optimal stochastic control. Limited to linear systems with quadratic criteria; covers discrete time and continuous time systems. 1970 edition. Shipping may be from multiple locations in the US or from the UK, depending on stock availability.

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Title
Introduction to Stochastic Control Theory (Paperback)
Author
Karl J. Astrom
Publisher
Dover Publications Inc., New York
Publication year
2006
Condition
new
Binding
Paperback
Language
English
ISBN 10
0486445313
ISBN 13
9780486445311
Series
Book 7 of 28: Dover Books on Electrical Engineering

Grand Eagle Retail

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