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Rational Matrix Equations in Stochastic Control
Paperback
Series: Lecture Notes in Control and Information Sciences, Book 297
Technology & EngineeringAlgebraGeneral Mathematics
ISBN13: 9783540205166
Publisher: Springer
Published: Jan 23 2004
Pages: 200
Weight: 0.80
Height: 0.50 Width: 6.10 Depth: 9.10
Language: English
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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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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