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Synopsis
The problem of controlling or stabilizing a system of differential equa tions 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 "Stochastic Control." This book is concerned with a special instance of this general problem, the "Adaptive LQ Regulator," which is a stochastic 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 +~.
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- PublisherSpringer
- Publication date1986
- ISBN 10 0387963847
- ISBN 13 9780387963846
- BindingHardcover
- LanguageEnglish
- Number of pages141
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Stabilization of Control Systems (Applications of Mathematics, No 20)
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ISBN 10: 0387963847
ISBN 13: 9780387963846
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Stabilization of Control Systems (Stochastic Modelling and Applied Probability, 20)
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Stabilization of Control Systems
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Stabilization of Control Systems
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Springer-Verlag New York Inc., 1986
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ISBN 13: 9780387963846
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Stabilization of Control Systems
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Stabilization of Control Systems
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Springer New York Nov 1986, 1986
ISBN 10: 0387963847
ISBN 13: 9780387963846
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Buch. Condition: Neu. Neuware - The problem of controlling or stabilizing a system of differential equa tions 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 'Stochastic Control.' This book is concerned with a special instance of this general problem, the 'Adaptive LQ Regulator,' which is a stochastic 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 +~. Seller Inventory # 9780387963846
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