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Introduction to Stochastic Control Theory (Mathematics in Science and Engineering, Volume 70) by Karl J. Åström

Posted on 2011-05-08




Name:Introduction to Stochastic Control Theory (Mathematics in Science and Engineering, Volume 70) by Karl J. Åström
ASIN/ISBN:0120656507
Publisher:Academic Press (December 12, 1970)
Publish Date:0120656507
Pages:299
File size:2.4 Mb
Publisher: Academic Press (December 12, 1970)
ISBN: 0120656507
Pages: 299
File Type: PDF
File Size: 2.4 MB
   Introduction to Stochastic Control Theory (Mathematics in Science and Engineering, Volume 70)  by Karl J. Åström



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In this book, we study theoretical and practical aspects of computing methods for mathematical modelling of nonlinear systems. A number of computing techniques are considered, such as methods of operator approximation with any given accuracy; operator interpolation techniques including a non-Lagrange interpolation; methods of system representation subject to constraints associated with concepts of causality, memory and stationarity; methods of system representation with an accuracy that is the best within a given class of models; methods of covariance matrix estimation; methods for low-rank matrix approximations; hybrid methods based on a combination of iterative procedures and best operator approximation; and methods for information compression and filtering under condition that a filter model should satisfy restrictions associated with causality and different types of memory.

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