Titlebook: Rational Matrix Equations in Stochastic Control; Tobias Damm Book 2004 Springer-Verlag Berlin Heidelberg 2004 Generalized Lyapunov Equatio

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書(shū)目名稱Rational Matrix Equations in Stochastic Control影響因子(影響力)




書(shū)目名稱Rational Matrix Equations in Stochastic Control影響因子(影響力)學(xué)科排名




書(shū)目名稱Rational Matrix Equations in Stochastic Control網(wǎng)絡(luò)公開(kāi)度




書(shū)目名稱Rational Matrix Equations in Stochastic Control網(wǎng)絡(luò)公開(kāi)度學(xué)科排名




書(shū)目名稱Rational Matrix Equations in Stochastic Control被引頻次




書(shū)目名稱Rational Matrix Equations in Stochastic Control被引頻次學(xué)科排名




書(shū)目名稱Rational Matrix Equations in Stochastic Control年度引用




書(shū)目名稱Rational Matrix Equations in Stochastic Control年度引用學(xué)科排名




書(shū)目名稱Rational Matrix Equations in Stochastic Control讀者反饋




書(shū)目名稱Rational Matrix Equations in Stochastic Control讀者反饋學(xué)科排名

indoctrinate

Optimal stabilization of linear stochastic systems, problems..A classical problem in optimal control theory is the so-called linear quadratic (LQ-)stabilization problem. Among all controls that stabilize a given system, one determines the one that satisfies a certain quadratic nonnegative semidefinite cost-functional. This will be the topic of the f

Innocence

Linear mappings on ordered vector spaces,of the type occuring e.g. in Theorem 1.5.3. It is crucial to observe that these Lyapunov operators possess certain positivity properties, which will be discussed in the following. The present chapter is split in two parts. In the first part, we introduce the general notions of ordered Banach spaces

出沒(méi)

,Newton’s method,form (2.27), derived in Chapter 2, which we view, very generally, as nonlinear operator equations in an ordered vector space. A standard method to solve nonlinear equations is the Newton iteration. Its applicability to operator equations in normed spaces was first established by Kantorovich in [122]

比喻好

Solution of the Riccati equation,rms of rational matrix inequalities. Now we analyze these matrix inequalities and the corresponding matrix equations. To this end, we first introduce an abstract form of the Riccati operators met in the Sections 2.1 – 2.3, and the definite and the indefinite constraints mentioned in Remark 2.3.7. Re

FISC

Book 2004 unpublished results and explicit examples.?Topics?include modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation and numerical solutions.?Primarily a survey in character, this monograph?is intend

Kindle

Optimal stabilization of linear stochastic systems,irst section..The same techniques used to find an LQ-optimal stabilization can also be applied to identify a worst-case perturbation of a control system. This leads to the Bounded Real Lemma, which is the topic of Section 2.2. The Bounded Real Lemma itself, is the main tool needed to tackle the disturbance attenuation problem in Section 2.3.

Brocas-Area

Intrepid

0170-8643 atrix equation and numerical solutions.?Primarily a survey in character, this monograph?is intended??for researchers, graduate students and engineers in control theory and applied linear algebra..978-3-540-20516-6978-3-540-40001-1Series ISSN 0170-8643 Series E-ISSN 1610-7411

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