Verkauf durch Sack Fachmedien

Dragan / Morozan / Stoica

Mathematical Methods in Robust Control of Linear Stochastic Systems

Medium: Buch
ISBN: 978-0-387-30523-3
Verlag: Springer Netherlands
Erscheinungstermin: 21.08.2006
Lieferfrist: bis zu 10 Tage

The book covers the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations. It includes detailed treatment of the fundamental properties of stochastic systems subjected both to multiplicative white noise and to jump Markovian perturbations. Systematic presentation leads the reader in a natural way to the original results. New theoretical results accompanied by detailed numerical examples, and the book proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations.


Produkteigenschaften


Autoren/Hrsg.

Autoren

Preliminaries to Probability Theory and Stochastic Differential Equations.- Exponential Stability and Lyapunov-Type Linear Equations.- Structural Properties of Linear Stochastic Systems.- The Riccati Equations of Stochastic Control.- Linear Quadratic Control Problem for Linear Stochastic Systems.- Stochastic Version of the Bounded Real Lemma and Applications.- Robust Stabilization of Linear Stochastic Systems.