5 edition of **Discrete-time Stochastic Systems** found in the catalog.

- 67 Want to read
- 33 Currently reading

Published
**September 17, 2002**
by Springer
.

Written in English

- Stochastics,
- Technology,
- Engineering - Mechanical,
- Automation,
- Probabilities,
- Technology & Industrial Arts,
- Science/Mathematics,
- Robotics,
- Applied,
- Engineering - Electrical & Electronic,
- Control,
- Control Engineering,
- Estimation,
- Kalman Filter,
- LQG Control,
- Linear Quadratic Gaussian Control,
- Optimal Estimation,
- Probability Theory,
- Probability & Statistics - General,
- Automatic control,
- Control theory,
- Discrete-time systems

The Physical Object | |
---|---|

Format | Paperback |

Number of Pages | 400 |

ID Numbers | |

Open Library | OL8974320M |

ISBN 10 | 1852336498 |

ISBN 10 | 9781852336493 |

In probability theory and statistics, a continuous-time stochastic process, or a continuous-space-time stochastic process is a stochastic process for which the index variable takes a continuous set of values, as contrasted with a discrete-time process for which the index variable takes only distinct values. An alternative terminology uses continuous parameter as being more ial models: Bühlmann, Cramér–Lundberg, . This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition includes improved and updated material, and a new presentation of polynomial control and new derivation of linear-quadratic-Gaussian control.

Get this from a library! Discrete-time Stochastic Systems: Estimation and Control. [T Söderström] -- Discrete-time Stochastic Systems gives a comprehensive introduction to the estimation and control of dynamic stochastic systems and provides complete derivations of key results such as the basic. Discrete-Time Stochastic Sliding-Mode Control Using Functional Observation will interest all researchers working in sliding-mode control and will be of particular assistance to graduate students in understanding the changes in design philosophy that arise when changing from continuous- to discrete-time systems.

Stochastic Stability Analysis of Discrete Time System Using Lyapunov Measure Umesh Vaidya, Senior Member, IEEE, Abstract—In this paper, we study the stability problem of a stochastic, nonlinear, discrete-time system. We introduce a linear transfer operator-based Lyapunov measure as a new tool for stability veriﬁcation of stochastic by: 1. Electronic books: Additional Physical Format: Print version: Striebel, Charlotte, Optimal control of discrete time stochastic systems. Berlin ; New York: Springer-Verlag, (DLC) (OCoLC) Material Type: Document, Internet resource: Document Type: Internet Resource, Computer File: All Authors / Contributors: Charlotte.

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Discrete-time Stochastic Systems gives a comprehensive introduction to the estimation and control of dynamic stochastic systems and provides complete derivations of key results such as the basic relations for Wiener filtering.

The book covers both state-space methods and those based on the polynomial Discrete-time Stochastic Systems book Discrete-time Stochastic Systems gives a comprehensive introduction to the estimation and control of dynamic stochastic systems and provides complete derivations of key results such as the basic relations for Wiener filtering.

The book covers both state-space methods and those based on the polynomial : Springer-Verlag London. Optimal Control of Discrete Time Stochastic Systems (Lecture Notes in Economics and Mathematical Systems) [Striebel, C.] on *FREE* shipping on qualifying offers.

Optimal Control of Discrete Time Stochastic Systems (Lecture Notes in Economics and Mathematical Systems)Cited by: Discrete-time Stochastic Systems gives a comprehensive introduction to the estimation and control of dynamic stochastic systems and provides complete derivations of key results such as the basic relations for Wiener filtering.

The book covers both state-space methods and those based on the polynomial approach. Optimization of Stochastic Systems, Second Edition: Topics in Discrete-Time Dynamics (Economic Theory, Econometrics, and Mathematical Economics) [Aoki, Masanao, Shell, Karl] on *FREE* shipping on qualifying offers.

Optimization of Stochastic Systems, Second Edition: Topics in Discrete-Time Dynamics (Economic Theory, EconometricsCited by: Techniques in Discrete-Time Stochastic Control Systems: Advances in Theory and Applications (ISSN Book 73) - Kindle edition by.

Download Discrete-time Stochastic Systems book once and Manufacturer: Academic Press. Discrete-time Stochastic Systems gives a comprehensive introduction to the estimation and control of dynamic stochastic systems and provides complete derivations of key results such as the basic relations for Wiener filtering.

The book covers both state-space methods and those based on the polynomial approach. "The book is concerned with the control of discrete-time stochastic linear systems whose dynamics can abruptly change. It gives a comprehensive theory for the control of these systems within the operator theoretic framework.

This book was originally published by Academic Press inand republished by Athena Scientific in in paperback form.

It can be purchased from Athena Scientific or it can be freely downloaded in scanned form ( pages, about 20 Megs). The book is a comprehensive and theoretically sound treatment of the mathematical foundations of stochastic optimal control of discrete-time systems.

Stochastic Aerospace Systems ; Discrete Time Stochastic Systems. Summaries. These summaries are written by past students and provide an overview of all topics covered in the course. Control of Discrete-Time Stochastic Systems by Hildo Bijl - clicks.

Books. The following books and solution manuals can provide additional study material. “This monograph deals with the control theory of linear discrete-time stochastic systems subject to multiplicative white noise and to Markov jumping, as arising in many engineering areas, such as communications, fault detection and isolation, robust control, stochastic filtering navigation as wells as in finance, economics and by: An introduction to the field of stochastic dynamic systems, their estimation and control.

Including the provision of computer derivations of key results, the book. A martingale is a discrete-time or continuous-time stochastic process with the property that, at every instant, given the current value and all the past values of the process, the conditional expectation of every future value is equal to the current value.

This book provides a comprehensive introduction to stochastic control problems in discrete and continuous time. The material is presented logically, beginning with the discrete-time case before proceeding to the stochastic continuous-time models.

Central themes are dynamic programming in discrete time and HJB-equations in continuous time.2/5(1). Book chapter Full text access Techniques for Reduced-Order Control of Stochastic Discrete-Time Weakly Coupled Large Scale Systems Xuemin Shen, Zijad Aganovic, Zoran Gajic.

This book attempts to give a scope in the wide area of Discrete-Time Systems. Their contents are grouped conveniently in sections according to significant areas, namely Filtering, Fixed and Adaptive Control Systems, Stability Problems and Miscellaneous by: Presents a unified and mathematically rigorous exposition of the main results of the theory of linear discrete-time-parameter stochastic systems.

Begins with a thorough examination of the fundamentals of stochastic processes and the construction of stochastic systems, and goes on to Cited by: 1 BASIC CONCEPTS FOR STOCHASTIC PROCESSES 3 1 Basic Concepts for Stochastic Processes In this section, we will introduce three of the most versatile tools in the study of random processes - conditional expectation with respect to a σ-algebra, stopping times with respect to a ﬁltration of σ-algebras, and the coupling of two stochastic processes.

Abstract: This paper is concerned with the security control problem with quadratic cost criterion for a class of discrete-time stochastic nonlinear systems subject to deception attacks.

A definition of security in probability is adopted to account for the transient dynamics of controlled by: This book details methods for the design of sliding-mode control for various categories of linear time-invariant systems. It bridges the gap between discrete-time and discrete-time stochastic sliding modes.

It uses functional observation as the basis for control design. Book Description. Building on the author’s more than 35 years of teaching experience, Modeling and Analysis of Stochastic Systems, Third Edition, covers the most important classes of stochastic processes used in the modeling of diverse each class of stochastic process, the text includes its definition, characterization, applications, transient and limiting behavior, first passage.

The systems discussed in the book are mostly assumed to be of discrete-time type with continuous state variables taking values in some subsets of Euclidean spaces.

There is another class of systems in which state variables are assumed to take on at most a denumerable number of values, i.e., these systems are of discrete-time discrete-space Edition: 1.This research monograph, first published in by Academic Press, remains the authoritative and comprehensive treatment of the mathematical foundations of stochastic optimal control of discrete-time systems, including the treatment of the intricate measure-theoretic issues.