Name: stochastic differential systems i: filtering and control a function space approach
SKU: 25910910
Price: 3372.00 TWD
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Author: Balakrishnan, A. V.
ISBN: 9783540063032

portada stochastic differential systems i: filtering and control a function space approach

stochastic differential systems i: filtering and control a function space approach

Type

Physical Book

Author

A. V. Balakrishnan

Publisher

Springer

Year

1973

Language

English

Pages

254

Format

Paperback

Dimensions

25.4x17.8x1.4 cm

Weight

0.46 kg.

ISBN

354006303x

ISBN13

9783540063032

Synopsis "stochastic differential systems i: filtering and control a function space approach"

This book is an outgrowth of a graduate course by the same title given at UCLA (System Science Department). presenting a Functional Analysis approach to Stochastic Filtering and Control Problems. As the writing progressed. several new points of view were developed and as a result the present work is more in the nature of a monograph on the subject than a distilled compendium of extant works. The subject of this volume is at the heart of the most used part of modern Control Theory - indeed. the bread-and-butter part. It includes the Linear (Bucy-Kalman) Filter Theory. the Feedback Control (regulation and trz.cking) Theory for plants with random disturbances. and Stochastic DifEerential Games. Linear Filter Theory is developed by a 3-Martingale approach and is perhaps the sleekest one to date. We hasten to add that although the terITlS are Engineering-oriented. and a background in Control Engineering is essential to understand the motiva- tion. the work is totally mathematical. and in fact our aim is a rigorous mathematical presentation that is at once systematic. We begin with some preliminary necessary notions relating to Stochastic Processes. We follow Parthasarathy's work in inducing Wiener measure on the Banach Space of Continuous functions. We introduce the linear Stochastic integrals right away. We are then ready to treat linear Stochastic Differential Equations. We then look at the measures induced.

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stochastic differential systems i: filtering and control a function space approach - Balakrishnan, A. V.

Synopsis "stochastic differential systems i: filtering and control a function space approach"

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