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Springer Rational Matrix Equations in Stochastic Control: 297 (Lecture Notes in Control and Information Sciences, 297)

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Description

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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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.

Product Specifications

Format
paperback
Domain
Amazon UK
Release Date
23 January 2004
Listed Since
10 December 2006

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