Mathematical Methods in Robust Control of Linear Stochastic Systems

You must be logged in to access this title.

Sign up now

Already a member? Log in

Synopsis

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.

Book details

Edition:
2006
Series:
Mathematical Concepts and Methods in Science and Engineering (Book 50)
Author:
Vasile Dragan, Toader Morozan, Adrian-Mihail Stoica
ISBN:
9780387359243
Related ISBNs:
9780387305233
Publisher:
Springer New York
Pages:
N/A
Reading age:
Not specified
Includes images:
No
Date of addition:
2021-02-08
Usage restrictions:
Copyright
Copyright date:
2006
Copyright by:
N/A 
Adult content:
No
Language:
English
Categories:
Mathematics and Statistics, Nonfiction, Science