Science & Mathematics
July 2020
Time-Varying Stochastic Systems: Stability and Adaptive Theory (Second Edition)
by GUO Lei
Time-varying Stochastic Systems widely exist in reality and many random recursive algorithms can also be studied as such systems. The stability, adaptive estimation and adaptive control of such systems are discussed in this book. The book consists of eight chapters, which not only include the classical results of stability and stabilization commonly used, but also focus on the introduction of basic adaptive estimation, filtering and control problems and the theoretical basis of corresponding algorithms, most of which belong to the author’s research results.
