Rational Matrix Equations in Stochastic Control by Tobias Damm.

This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of sto...

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Bibliographic Details
Main Author: Damm, Tobias (Author)
Corporate Author: SpringerLink (Online service)
Format: eBook
Language:English
Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2004.
Edition:1st ed. 2004.
Series:Lecture Notes in Control and Information Sciences, 297
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