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Rational Matrix Equations in Stochastic Control

by Tobias Damm
Save 35% Save 35%
Current price ₹7,267.00
Original price ₹11,179.00
Original price ₹11,179.00
Original price ₹11,179.00
(-35%)
₹7,267.00
Current price ₹7,267.00

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Book cover type: Paperback
  • ISBN13: 9783540205166
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 200
  • Original Price: EUR 99.99
  • Language: English
  • Edition: 2004
  • Item Weight: 363 grams
  • BISAC Subject(s): Electrical, Algebra / Linear, and Applied

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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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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