Stochastic Modeling and Control
by Ivan Ganchev Ivanov (ed.)
Publisher: InTech 2012
Number of pages: 294
The book provides a self-contained treatment on practical aspects of stochastic modeling and calculus including applications drawn from engineering, statistics, and computer science. Readers should be familiar with basic probability theory and have a working knowledge of stochastic calculus.
Home page url
Download or read it online for free here:
by Eitan Altman, Bruno Gaujal, Arie Hordijk - Springer
Opening new directions in research in stochastic control, this book focuses on a wide class of control and of optimization problems over sequences of integer numbers. The theory is applied to the control of stochastic discrete-event dynamic systems.
by Wilson J. Rugh - The Johns Hopkins University Press
Contents: Input/Output Representations in the Time and Transform Domain; Obtaining Input/Output Representations from Differential-Equation Descriptions; Realization Theory; Response Characteristics of Stationary Systems; Discrete-Time Systems; etc.
by Bruce A. Francis - Springer
An elementary treatment of linear control theory with an H-infinity optimality criterion. The systems are all linear, timeinvariant, and finite-dimensional and they operate in continuous time. The book has been used in a one-semester graduate course.
by Vincent Del Toro, Sydney R. Parker - McGraw-Hill
This is an integrated treatment of feedback control systems at the senior-graduate level. In order to emphasize the unified approach, the book is divided into five sections. Each section deals with a fundamental phase of control systems engineering.