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Stabilization of control systems / O. Hijab

Auteur principal : Hijab, Omar, AuteurType de document : MonographieCollection : Applications of mathematics, 20Langue : anglais.Pays : Etats Unis.Éditeur : New York : Springer-Verlag, 1987Description : 1 vol. (129 p.) : ill. ; 25 cmISBN : 0387963847.ISSN : 0172-4568.Bibliographie : bibliogr. and index.Sujet MSC : 93E20, Systems theory; control -- Stochastic systems and control, Optimal stochastic control
93D15, Systems theory; control -- Stability, Stabilization of systems by feedback
94A17, Information and communication, circuits -- Communication, information, Measures of information, entropy
93C05, Systems theory; control -- Control systems, Linear systems
93C40, Systems theory; control -- Control systems, Adaptive control
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93 HIJ (Browse shelf) Available 10016-01

The subject of this book is the problem of controlling or stabilizing a system of differential equations in the presence of random disturbances. The book is divided into five chapters. Overall the book may be grouped into two sections. The first section includes chapters 1 and 2 and it is a quick course on basic linear system theory which is the material necessary to solve the problem of stabilization and optimal control of linear systems. Only the deterministic case is considered here. The second part of the book, Chapters 3, 4 and 5, is of a more advanced nature. Chapter 3 reviews the basic probability theory needed and, in particular, the construction of the stochastic integral, the Girsanov formula. Chapter 4 deals with a relevant class of filtering problems; also the problem of Shannon information is discussed here. Chapter 5 combines the results of Chapters 2 and 4 in an analysis of the adaptive linear quadratic regulator control problem. (Zentralblatt)

bibliogr. and index

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