<p><P><EM>Discrete-time Stochastic Systems</EM> gives a comprehensive introduction to the estimation and control of dynamic stochastic systems and provides complete derivations of key results such as the basic relations for Wiener filtering. The book covers both state-space methods and those based o
Techniques in Discrete-Time Stochastic Control Systems
β Scribed by C.T. Leondes (Eds.)
- Publisher
- Academic Press, Elsevier
- Year
- 1995
- Leaves
- 323
- Series
- Control and Dynamic Systems 73
- Category
- Library
No coin nor oath required. For personal study only.
β¦ Table of Contents
Content:
Contributors
Pages vii-viii
Praface
Pages ix-xi
Techniques for reduced-order control of stochastic discrete-time weakly coupled large scale systems Original Research Article
Pages 1-40
Xuemin Shen, Zijad Aganovic, Zoran Gajic
Techniques in stochastic system identification with noisy input & output system measurements Original Research Article
Pages 41-88
Jitendra K. Tugnait
Robust stability of discrete-time randomly perturbed systems Original Research Article
Pages 89-120
Edwin Engin Yaz
Observer design for discrete-time stochastic parameter systems Original Research Article
Pages 121-158
Edwin Engin Yaz
The recursive estimation of time delay in sampled-data control systems Original Research Article
Pages 159-206
Gianni Ferretti, Claudio Maffezzoni, Riccardo Scattolini
Stability analysis of digital Kalman filters Original Research Article
Pages 207-236
Bor-Sen Chen, Sen-Chueh Peng
Distributed discrete filtering for stochastic systems with noisy and fuzzy measurements Original Research Article
Pages 237-256
Lang Hong
Algorithms for singularly perturbed markov control problems: A survey Original Research Article
Pages 257-287
Mohammed Abbad, Jerzy A. Filar
Control of unknown systems via deconvolution Original Research Article
Pages 289-314
Hsi-Han Yeh, Siva S. Banda, P.J. Lynch
Index
Pages 315-319
π SIMILAR VOLUMES
This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochastic systems so that they can then apply its principles to their own stochastic control systems and to the solution of control, filtering, and
Praise for Previous Volumes"This book will be a useful reference to control engineers and researchers. The papers contained cover well the recent advances in the field of modern control theory."-IEEE GROUP CORRESPONDANCE"This book will help all those researchers who valiantly try to keep abreast of
<p><P>In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are widely used to provide mathematical models for real processes in fields such as aerospace enginee