Vasile Dragan, Toader Morozan, Adrian-Mihail Stoica

eBook, PDF

Mathematical Methods in Robust Control of Linear Stochastic Systems (eBook, PDF)

Beschreibung

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.

Technische Details

• Geräte: PC
• ohne Kopierschutz
• Größe: 9.97MB

Autor

Linear stochastic systems are successfully used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manuafacturing, finance and economy. This monograph presents a useful methodology for the control of such stochastic systems, with both multiplicative white noise and Markovian jumping. An important feature is the inclusion of the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations. The systematic style of presentation leads the reader in a natural way to the original results. This unique monograph is geared to researchers and graduate students in advanced control engineering, mathematical systems theory and finance, numerical analysis. It is also accessible to undergraduate students with a fundamental knowledge of the theory of stochastic systems.

Produktdetails

• Verlag: Springer US
• Seitenzahl: 312
• Erscheinungstermin: 3. Februar 2007
• Englisch
• ISBN-13: 9780387359243
• Artikelnr.: 37288009