Stabilization of Control Systems

By:

O Hijab

Format:

Hardback

Series:

Stochastic Modelling and Applied Probability

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Description

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 +~.

Release date Australia

November 5th, 1986

Author

O Hijab

Audiences

Postgraduate, Research & Scholarly
Professional & Vocational

Illustrations

XII, 129 p.

Pages

129

Series

Stochastic Modelling and Applied Probability

Dimensions

156x234x9

ISBN-13

9780387963846

Product ID

2535122

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Stabilization of Control Systems

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