Overview

"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 +~."

Full Product Details

Author:   O. Hijab
Publisher:   Springer-Verlag New York Inc.
Imprint:   Springer-Verlag New York Inc.
Edition:   1987 ed.
Volume:   20
Dimensions:   Width: 15.50cm , Height: 0.90cm , Length: 23.50cm
Weight:   0.840kg
ISBN:  

9780387963846

ISBN 10:   0387963847
Pages:   129
Publication Date:   05 November 1986
Audience:   College/higher education ,  Professional and scholarly ,  Postgraduate, Research & Scholarly ,  Professional & Vocational
Format:   Hardback
Publisher's Status:   Active
Availability:   In Print  
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Table of Contents

1 Input/Output Properties.- 2 The LQ Regulator.- 3 Brownian Motion.- 4 Filtering.- 5 The Adaptive LQ Regulator.- Appendix Solutions to Exercises.

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