Titlebook: Stabilization of Control Systems; O. Hijab Book 1987 Springer Science+Business Media New York 1987 Random variable.control.control system.

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Inertia

Brownian Motion,Until now our control systems have been defined over the complex numbers so as to simplify the linear algebra. Since we have no more need to do so, and since Brownian motion is more familiar over the real numbers, from now on we work exclusively in the real domain: henceforth all vectors and matrices will have real values.

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假设

Filtering, ℝ.. Let θ: ω → {1,..., .} be ..-measurable with .(θ = .) = .; here . is a fixed but arbitrary distribution on {1,..., .}. For each . = 1,..., . let ..(·) be a progressively measurable process. Throughout this chapter we shall assume that

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Filtering, ℝ.. Let θ: ω → {1,..., .} be ..-measurable with .(θ = .) = .; here . is a fixed but arbitrary distribution on {1,..., .}. For each . = 1,..., . let ..(·) be a progressively measurable process. Throughout this chapter we shall assume that

沐浴

Book 1987 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