Rational Matrix Equations in Stochastic Control (Lecture Notes in Control and Information Sciences, 297, Band 297) - Softcover

Damm, Tobias

Softcover

ISBN 10: 3540205160 ISBN 13: 9783540205166

Verlag: Springer Berlin Heidelberg, 2008

Inhaltsangabe

This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation and numerical solutions. Primarily a survey in character, this monograph is intended  for researchers, graduate students and engineers in control theory and applied linear algebra.

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Über die Autorin bzw. den Autor

Diederich Hinrichsen is a retired Professor of Mathematical Systems Theory at the University of Bremen.

Anthony J. Pritchard († 2007) was Professor of Mathematics and founder and director of the Control Theory Centre at the University of Warwick.

Fritz Colonius is a retired Professor of Applied Mathematics at the University of Augsburg. His main research interest is the interplay of control theory and dynamical systems theory.

Tobias Damm is Professor for Systems and Control Theory at RPTU University Kaiserslautern-Landau. His research interests include linear algebra and numerical analysis and the application of these to control theory.

Achim Ilchmann held a chair in Applied Mathematics at the Technical University of Ilmenau until his retirement in 2022. His research interests include the algebraic theory of time-varying linear systems, adaptive control, and Baroque architecture.

Birgit Jacob has been with the University of Wuppertal, Germany, since 2010, where she is a full professor in analysis. Her current research interests include the area of infinite-dimensional systems and operator theory, particularly well-posed linear systems and port-Hamiltonian systems.

Fabian R. Wirth is Professor for Dynamical Systems at the University of Passau. His research interests include stability theory, switched systems, infinite-dimensional and large-scale systems.

Details zur Ausgabe

• Verlag: Springer Berlin Heidelberg
• Erscheinungsdatum: 2008
• Sprache: Englisch
• ISBN 10: 3540205160
• ISBN 13: 9783540205166
• Einband: Taschenbuch
• Anzahl der Seiten: 224
• Kontakt zum Hersteller: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Deutschland