Mathematical methods in robust control o
β Dragan V., Morozan T., Stoica A.-M.
π Library
π
2006
π Springer
π English
β¦ LIBER β¦
π
Mathematical Methods in Robust Control of Linear Stochastic Systems
β Scribed by Vasile Dragan, Toader Morozan, Adrian-Mihail Stoica (auth.)
- Publisher
- Springer-Verlag New York
- Year
- 2013
- Tongue
- English
- Leaves
- 455
- Series
- 52
- Edition
- 2
- Category
- Library
β¬ Acquire This Volume
No coin nor oath required. For personal study only.
β¦ Synopsis
This second edition of Mathematical Methods in the Robust Control of Linear Stochastic Systems includes a large number of recent results in the control of linear stochastic systems. More specifically, the new results presented are:
- A unified and abstract framework for Riccati type equations arising in the stochastic control
- Stability and control problems for systems perturbed by homogeneous Markov processes with infinite number of states
- Mixed H2/ Hβ control problem and numerical procedures
- Linear differential equations with positive evolution on ordered Banach spaces with applications for stochastic systems including both multiplicative white noise and Markovian jumps represented by a Markov chain with countable infinite set of states
- Kalman filtering for stochastic systems subject both to state dependent noise and Markovian jumps
- Hβ reduced order filters for stochastic systems
The book will appeal to graduate students, researchers in advanced control engineering, finance, mathematical systems theory, applied probability and stochastic processes, and numerical analysis.
From Reviews of the First Edition:
This book is concerned with robust control of stochastic systems. One of the main features is its coverage of jump Markovian systems. β¦ Overall, this book presents results taking into consideration both white noise and Markov chain perturbations. It is clearly written and should be useful for people working in applied mathematics and in control and systems theory. The references cited provide further reading sources.
(George Yin, Mathematical Reviews, Issue 2007 m)
This book considers linear time varying stochastic systems, subjected to white noise disturbances and system parameter Markovian jumping, in the context of optimal control β¦ robust stabilization, and disturbance attenuation. β¦ The material presented in the book is organized in seven chapters. β¦ The book is very well written and organized. β¦ is a valuable reference for all researchers and graduate students in applied mathematics and control engineering interested in linear stochastic time varying control systems with Markovian parameter jumping and white noise disturbances.
(Zoran Gajic, SIAM Review, Vol. 49 (3), 2007)
β¦ Table of Contents
Front Matter....Pages i-xv
Preliminaries to Probability Theory and Stochastic Differential Equations....Pages 1-38
Linear Differential Equations with Positive Evolution on Ordered Banach Spaces....Pages 39-120
Exponential Stability in Mean Square....Pages 121-162
Structural Properties of Linear Stochastic Systems....Pages 163-187
A Class of Nonlinear Differential Equations on an Ordered Linear Space of Symmetric Matrices with Applications to Riccati Differential Equations of Stochastic Control....Pages 189-264
Linear Quadratic Optimization Problems for Linear Stochastic Systems....Pages 265-285
Stochastic H 2 Optimal Control....Pages 287-326
Stochastic Version of Bounded Real Lemma and Applications....Pages 327-379
Robust Stabilization of Linear Stochastic Systems....Pages 381-436
Back Matter....Pages 437-442
β¦ Subjects
Systems Theory, Control; Probability Theory and Stochastic Processes
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