The problem of controlling or stabilizing a system of differential equations 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 "Shastic Control." This book is concerned with a special instance of this general problem, the "Adaptive LQ Regulator," which is a shastic control problem of partially observed type that can, in certain cases, be solved explicitly. We first describe this problem, as it is the focal point for the entire book, and then describe the contents of the book. The problem revolves around an uncertain linear system x(O) = x~ in R", where 0 E {1, ... , N} is a random variable representing this uncertainty and (Ai' B , C) and xJ are the coefficient matrices and initial state, respectively, of j j a linear control system, for eachj = 1, ... , N. A common assumption is that the mechanism causing this uncertainty is additive noise, and that conse quently the "controller" has access only to the observation process y( . ) where y = Cex +~.
1101004759
Stabilization of Control Systems
The problem of controlling or stabilizing a system of differential equations 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 "Shastic Control." This book is concerned with a special instance of this general problem, the "Adaptive LQ Regulator," which is a shastic control problem of partially observed type that can, in certain cases, be solved explicitly. We first describe this problem, as it is the focal point for the entire book, and then describe the contents of the book. The problem revolves around an uncertain linear system x(O) = x~ in R", where 0 E {1, ... , N} is a random variable representing this uncertainty and (Ai' B , C) and xJ are the coefficient matrices and initial state, respectively, of j j a linear control system, for eachj = 1, ... , N. A common assumption is that the mechanism causing this uncertainty is additive noise, and that conse quently the "controller" has access only to the observation process y( . ) where y = Cex +~.
109.99
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Stabilization of Control Systems
129
Stabilization of Control Systems
129Paperback(Softcover reprint of the original 1st ed. 1987)
$109.99
109.99
In Stock
Product Details
| ISBN-13: | 9781441930804 |
|---|---|
| Publisher: | Springer New York |
| Publication date: | 05/31/2013 |
| Series: | Stochastic Modelling and Applied Probability , #20 |
| Edition description: | Softcover reprint of the original 1st ed. 1987 |
| Pages: | 129 |
| Product dimensions: | 6.10(w) x 9.25(h) x 0.01(d) |
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