Stabilization of Control Systems

The problem of controlling or stabilizing a system of differential equa­ tions in the presence of random disturbances is intuitively appealing and has been a motivating force behind a wide variety of results grouped loosely together under the heading of "Stochastic Control." This book is c...

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Bibliographic Details
Main Author: Hijab, O.
Format: eBook
Language:English
Published: New York, NY Springer New York 1987, 1987
Edition:1st ed. 1987
Series:Stochastic Modelling and Applied Probability
Subjects:
Online Access:
Collection: Springer Book Archives -2004 - Collection details see MPG.ReNa
Table of Contents:
  • 1 Input/Output Properties
  • 2 The LQ Regulator
  • 3 Brownian Motion
  • 4 Filtering
  • 5 The Adaptive LQ Regulator
  • Appendix Solutions to Exercises