Book errata

Control and system theory of discrete-time stochastic systems,
Springer Nature Switzerland AG, Cham, 2021.
Welcome to this web page!

Unfortunately, the book contains a number of typing errors, poor formulations, and incomplete proofs.
The reader is provided for this:

A list of the errata the reader may find below follows with verbal descriptions.
In the pdf file controlstocdtbook-ed1e.pdf the reader will find the corrected statements.
The link to that book extension is listed also below.

The author is grateful to the TUD student Changrui Liu for his comments on the lecture notes and on the book which have lead to part of these errata.

The reader may find the book extension with the book errata, more examples, and more references on the webpage Webpage of book extension.

p. 426 of the book, Example 6.11.9. Change $z$ into $y$, $n_z$ into $n_y$, $m_z$ into $m_y$, and $Q_z$ into $Q_y$. Assume that $n_y = n_u$.
Then this example will be consistent with the two prositions and the example which follow it.
p. 445, line 4. Change `Corrollary' to `Corollarry'.
p. 507 line 6. Change $D_Z$ into $D_z$.
p. 507-508, Theorem 13.2.13.(c). The formulation of this part of the theorem is not good. Also the proof is incomplete, though it is easily constructed. Please find in book-ed1e.pdf the corrected versions.
p. 511, a little below midpage, change in the structured matrix $H$ the (2,1)-block to $H_{12}^T$.
p. 531. Delete $g_{t_1}$ from the list $g_0, ~ g_1, ~ \ldots, ~ g_{t_i-1}, ~ g_{t_i}$.
p. 534, Def. 14.3.1. Change $v_{zero}$ to $v_0$.
p. 539 Thm. 14.4.2.(f) equation (14.48). Delete an unnecessary brackett.
p. 606, the last line. Change the set of control laws $G_{ti,f}$ to $G_{ac,fc}$.
p. 743, Proposition 19.7.4, the last line. A slightly stronger statement can be made. Change the last line to
\begin{eqnarray*} & & E[ (x - E[ x |~ F^y \vee G]) (x - E[x |~ F^y \vee G])^T | F^y \vee G ] \\ & = & Q_{xx} - Q_{xy} Q_{yy}^{-1} Q_{xy}^T = Q_{x|y} \\ & = & E[ (x - E[ x |~ F^y \vee G]) (x - E[x |~ F^y \vee G])^T ]. \end{eqnarray*}
p. 744, the proof of Proposition 19.7.4, last line of the displayed formulas.
Change on the last line $E[ z |~ G]$ to $E[ x|~ F^y \vee G]$.

Jan H. van Schuppen (author of the book; see below for the home page with the email address.)

Last update 18 August 2022.
This page is maintained by Jan H. van Schuppen.