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008 140122 ||| eng
020 |a 9789401132480 
100 1 |a Fomin, V.N. 
245 0 0 |a Discrete Linear Control Systems  |h Elektronische Ressource  |c by V.N. Fomin 
250 |a 1st ed. 1991 
260 |a Dordrecht  |b Springer Netherlands  |c 1991, 1991 
300 |a XIII, 302 p  |b online resource 
505 0 |a 1 Basic concepts and statement of problems in control theory -- 1.1 Initial Premises -- 1.2 Basic concepts of control theory -- 1.3 Modelling of control objects and their general characteristics -- 1.4 Precising the statement of the control problem -- 2 Finite time period control -- 2.1 Dynamic programming -- 2.2 Stochastic control systems -- 2.3 Stochastic dynamic programming -- 2.4 Bayesian control strategy -- 2.5 Linear quadratic Gaussian Problem -- 2.A Appendix -- 2.P Proofs of lemmas and theorems -- 3 Infinite time period control -- 3.1 Stabilitzation of dynamic systems using Liapunov’s method -- 3.2 Discrete form for analytical design of regulators -- 3.3 Transfer function method in linear optimization problem -- 3.4 Limiting optimal control of stochastic processes -- 3.5 Minimax control -- 3.A Appendix -- 3.P Proofs of the lemmas and theorems -- 4 Adaptive linear control systems with bounded noise -- 4.1 Fundamentals of adaptive control -- 4.2 Existence of adaptive control strategy in a minimax control problem -- 4.3 Self-tuning systems -- 4.P Proofs of the lemmas and theorems -- 5 The problem of dynamic system identification -- 5.1 Optimal recursive estimation -- 5.2 The Kalman-Bucy filter for tracking the parameter drift in dynamic systems -- 5.3 Recursive estimation -- 5.4 Identification of a linear control object in the presence of correlated noise -- 5.5 Identification of control objects using test signals -- 5.P Proofs of lemmas and theorems -- 6 Adaptive control of stochastic systems -- 6.1 Dual control -- 6.2 Initial synthesis of adaptive control strategy in presence of the correlated noise -- 6.3 Design of the adaptive minimax control -- 6.P Proofs of the lemmas and the theorems -- Comments -- References -- Operators and Notational Conventions 
653 |a Electrical and Electronic Engineering 
653 |a Electrical engineering 
653 |a Calculus of Variations and Optimization 
653 |a Control theory 
653 |a Probability Theory 
653 |a Systems Theory, Control 
653 |a System theory 
653 |a Mathematical optimization 
653 |a Calculus of variations 
653 |a Probabilities 
041 0 7 |a eng  |2 ISO 639-2 
989 |b SBA  |a Springer Book Archives -2004 
490 0 |a Mathematics and its Applications, Soviet Series 
028 5 0 |a 10.1007/978-94-011-3248-0 
856 4 0 |u https://doi.org/10.1007/978-94-011-3248-0?nosfx=y  |x Verlag  |3 Volltext 
082 0 |a 003