Control and System Theory of Discrete-Time Stochastic Systems : Communications and Control Engineering - Jan H. van Schuppen

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Control and System Theory of Discrete-Time Stochastic Systems

By: Jan H. van Schuppen

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Paperback | 5 August 2022

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Paperback
956 Pages

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23.5 x 15.5 x 4.78

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$279.75

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This book helps students, researchers, and practicing engineers to understand the theoretical framework of control and system theory for discrete-time stochastic systems so that they can then apply its principles to their own stochastic control systems and to the solution of control, filtering, and realization problems for such systems. Applications of the theory in the book include the control of ships, shock absorbers, traffic and communications networks, and power systems with fluctuating power flows.

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.

Industry Reviews

"The book is written for students in applied mathematics and engineering with an interest in control theory and its application in various contexts ... . All chapters offer numerous examples ... all contain hints to further reading and end with a specific list of references. The way the book is organized and written, it is suited as textbook for university courses and seminars at master and Ph.D. level, as well as for self-instruction." (Heinrich Hering, zbMATH 1478.93005, 2022)

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