Foundations of Deterministic and Stochastic Control

  • Jon H. Davis

Part of the Systems & Control: Foundations & Applications book series (SCFA)

Table of contents

  1. Front Matter
    Pages i-xiv
  2. Jon H. Davis
    Pages 1-69
  3. Jon H. Davis
    Pages 71-108
  4. Jon H. Davis
    Pages 109-150
  5. Jon H. Davis
    Pages 151-184
  6. Jon H. Davis
    Pages 185-200
  7. Jon H. Davis
    Pages 201-228
  8. Jon H. Davis
    Pages 229-244
  9. Jon H. Davis
    Pages 245-254
  10. Jon H. Davis
    Pages 255-270
  11. Jon H. Davis
    Pages 271-296
  12. Jon H. Davis
    Pages 297-319
  13. Jon H. Davis
    Pages 321-332
  14. Jon H. Davis
    Pages 333-342
  15. Jon H. Davis
    Pages 343-355
  16. Back Matter
    Pages 357-426

About this book


Control theory has applications to a number of areas in engineering and communication theory. This introductory text on the subject is fairly self-contained, and consists of a wide range of topics that include realization problems, linear-quadratic optimal control, stability theory, stochastic modeling and recursive estimation algorithms in communications and control, and distributed system modeling. In the early chapters methods based on Wiener--Hopf integral equations are utilized. The fundamentals of both linear control systems as well as stochastic control are presented in a unique way so that the methods generalize to a useful class of distributed parameter and nonlinear system models. The control of distributed parameter systems (systems governed by PDEs) is based on the framework of linear quadratic Gaussian optimization problems. Additionally, the important notion of state space modeling of distributed systems is examined. Basic results due to Gohberg and Krein on convolution are given and many results are illustrated with some examples that carry throughout the text. The standard linear regulator problem is studied in the continuous and discrete time cases, followed by a discussion of (dual) filtering problems. Later chapters treat the stationary regulator and filtering problems using a Wiener--Hopf approach. This leads to spectral factorization problems and useful iterative algorithms that follow naturally from the methods employed. The interplay between time and frequency domain approaches is emphasized. "Foundations of Deterministic and Stochastic Control" is geared primarily towards advanced mathematics and engineering students in various disciplines.


Communications Control/Systems Theory Markov model Markov process PDEs Stochastic processes Tracking actor distance filtering problem

Authors and affiliations

  • Jon H. Davis
    • 1
  1. 1.Department of Mathematics and StatisticsQueen’s UniversityKingstonCanada

Bibliographic information

  • DOI
  • Copyright Information Birkhäuser Boston 2002
  • Publisher Name Birkhäuser, Boston, MA
  • eBook Packages Springer Book Archive
  • Print ISBN 978-1-4612-6599-3
  • Online ISBN 978-1-4612-0071-0
  • Series Print ISSN 2324-9749
  • Buy this book on publisher's site