Byrnes Christopher Rantzer Anders (14 results)

2003. 16 x 24 cm. XIII, 391 S. XIII, 391 p. Softcover. Versand aus Deutschland / We dispatch from Germany via Air Mail. Einband bestoßen, daher Mängelexemplar gestempelt, sonst sehr guter Zustand. Imperfect copy due to slightly bumped cover, apart from this in very good condition. Stamped. (Lecture Notes in Control and Information Sciences). Sprache: Englisch.

Condition: Fine. *Price HAS BEEN temporarily REDUCED by 10% until Monday, Sept. 15 (sale item)* 404 pp., paperback, previous owner's name to the front free endpaper, else fine. - If you are reading this, this item is actually (physically) in our stock and ready for shipment once ordered. We are not bookjackers. Buyer is responsible for any additional duties, taxes, or fees required by recipient's country.

Condition: Good. Exact ISBN match. Immediate shipping. No funny business.

Softcover. Condition: Very Good. Dust Jacket Condition: No Dust Jacket. First Edition. Volume 286 of Lecture Notes in Control and Information Sciences Series. 1/4 inch tear in binding at head of spine near corner. Slight bumping to that corner. Else binding clean & bright. Pages clean. ; Charts & Graphs; MAT9C; 389 pages.

Condition: New. In.

Condition: New. SUPER FAST SHIPPING.

Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - For more than three decades, Anders Lindquist has delivered fundamental cont- butions to the elds of systems, signals and control. Throughout this period, four themes can perhaps characterize his interests: Modeling, estimation and ltering, feedback and robust control. His contributions to modeling include seminal work on the role of splitting subspaces in stochastic realization theory, on the partial realization problem for both deterministic and stochastic systems, on the solution of the rational covariance extension problem and on system identi cation. His contributions to ltering and estimation include the development of fast ltering algorithms, leading to a nonlinear dynamical system which computes spectral factors in its steady state, and which provide an alternate, linear in the dimension of the state space, to computing the Kalman gain from a matrix Riccati equation. His further research on the phase portrait of this dynamical system gave a better understanding of when the Kalman lter will converge, answering an open question raised by Kalman. While still a student he established the separation principle for stochastic function differential equations, including some fundamental work on optimal control for stochastic systems with time lags. He continued his interest in feedback control by deriving optimal and robust control feedback laws for suppressing the effects of harmonic disturbances. Moreover, his recent work on a complete parameterization of all rational solutions to the Nevanlinna-Pick problem is providing a new approach to robust control design.

Condition: New. pp. 412.

Taschenbuch. Condition: Neu. Neuware -For more than three decades, Anders Lindquist has delivered fundamental cont- butions to the elds of systems, signals and control. Throughout this period, four themes can perhaps characterize his interests: Modeling, estimation and ltering, feedback and robust control. His contributions to modeling include seminal work on the role of splitting subspaces in stochastic realization theory, on the partial realization problem for both deterministic and stochastic systems, on the solution of the rational covariance extension problem and on system identi cation. His contributions to ltering and estimation include the development of fast ltering algorithms, leading to a nonlinear dynamical system which computes spectral factors in its steady state, and which provide an alternate, linear in the dimension of the state space, to computing the Kalman gain from a matrix Riccati equation. His further research on the phase portrait of this dynamical system gave a better understanding of when the Kalman lter will converge, answering an open question raised by Kalman. While still a student he established the separation principle for stochastic function differential equations, including some fundamental work on optimal control for stochastic systems with time lags. He continued his interest in feedback control by deriving optimal and robust control feedback laws for suppressing the effects of harmonic disturbances. Moreover, his recent work on a complete parameterization of all rational solutions to the Nevanlinna-Pick problem is providing a new approach to robust control design.Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 384 pp. Englisch.

Condition: New.

Kartoniert / Broschiert. Condition: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. For more than three decades, Anders Lindquist has delivered fundamental cont- butions to the ?elds of systems, signals and control. Throughout this period, four themes can perhaps characterize his interests: Modeling, estimation and ?ltering, feedback and r.

Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -For more than three decades, Anders Lindquist has delivered fundamental cont- butions to the elds of systems, signals and control. Throughout this period, four themes can perhaps characterize his interests: Modeling, estimation and ltering, feedback and robust control. His contributions to modeling include seminal work on the role of splitting subspaces in stochastic realization theory, on the partial realization problem for both deterministic and stochastic systems, on the solution of the rational covariance extension problem and on system identi cation. His contributions to ltering and estimation include the development of fast ltering algorithms, leading to a nonlinear dynamical system which computes spectral factors in its steady state, and which provide an alternate, linear in the dimension of the state space, to computing the Kalman gain from a matrix Riccati equation. His further research on the phase portrait of this dynamical system gave a better understanding of when the Kalman lter will converge, answering an open question raised by Kalman. While still a student he established the separation principle for stochastic function differential equations, including some fundamental work on optimal control for stochastic systems with time lags. He continued his interest in feedback control by deriving optimal and robust control feedback laws for suppressing the effects of harmonic disturbances. Moreover, his recent work on a complete parameterization of all rational solutions to the Nevanlinna-Pick problem is providing a new approach to robust control design. 384 pp. Englisch.

Condition: New. Print on Demand pp. 412 Illus.

Condition: New. PRINT ON DEMAND pp. 412.