Rational Matrix Equations in Stochastic Control
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Beschreibung
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treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples.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.
Detailed study with survey character on rational matrix equations in stochastic control
Autor*in
Tobias Damm
Themen in »Rational Matrix Equations in Stochastic Control«
Generalized Lyapunov Equations Generalized Riccati Equations H Infinity Control Matrix Positive Operators Robust Control Stochastic Control differential equation linear algebra modeling stability matrix theory