Introduction to Stochastic Control Theory (Mathematics in Science and Engineering, Volume 70)

Karl J. Astrom

ISBN 10: 0120656507 / ISBN 13: 9780120656509

Published by Academic Press, 1970

Good condition. Volume 70. (science, math, engineering) A copy that has been read but remains intact. May contain markings such as bookplates, stamps, limited notes and highlighting, or a few light stains. Seller Inventory # SA00B-03096

Synopsis:

In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation;methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; andmethods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.As a result, the book represents a blend of new methods in general computational analysis,and specific, but also generic, techniques for study of systems theory ant its particularbranches, such as optimal filtering and information compression.

- Best operator approximation,- Non-Lagrange interpolation,- Generic Karhunen-Loeve transform- Generalised low-rank matrix approximation- Optimal data compression- Optimal nonlinear filtering

Bibliographic Details

Title: Introduction to Stochastic Control Theory (...
Publisher: Academic Press
Publication Date: 1970
Binding: Hardcover
Condition: Good