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| Artikel-Nr.: 5667A-9783030669546 Herst.-Nr.: 9783030669546 EAN/GTIN: 9783030669546 |
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| The focus of the book is a stochastic control system defined for a spectrum of probability distributions including Bernoulli, finite, Poisson, beta, gamma, and Gaussian distributions. The concepts of observability and controllability of a stochastic control system are defined and characterized. Each output process considered is, with respect to conditions, represented by a stochastic system called a stochastic realization. The existence of a control law is related to stochastic controllability while the existence of a filter system is related to stochastic observability. Stochastic control with partial observations is based on the existence of a stochastic realization of the filtration of the observed process. Weitere Informationen: | | Author: | Jan H. van Schuppen | Verlag: | Springer International Publishing | Sprache: | eng |
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| Weitere Suchbegriffe: allgemeine technikbücher - englischsprachig, Control Theory; Filtering and Prediction; Stochastic Realization; Control with Partial Observations; Stochastic Control; optimal state estimation; Linear Filtering, Stochastic Systems, Control Theory, Filtering and Prediction, Stochastic Realization, Control with Partial Observations, Stochastic Control, Optimal State Estimation, Linear Filtering |
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