<p><p>This second edition of <i>Mathematical Methods in the Robust Control of Linear Stochastic Systems</i> includes a large number of recent results in the control of linear stochastic systems. More specifically, the new results presented are:</p><p> - A unified and abstract framework for Riccati t
Mathematical methods in robust control of linear stochastic systems
β Scribed by Dragan V., Morozan T., Stoica A.-M.
- Publisher
- Springer
- Year
- 2006
- Tongue
- English
- Leaves
- 325
- Category
- Library
No coin nor oath required. For personal study only.
π SIMILAR VOLUMES
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<p><P>In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are widely used to provide mathematical models for real processes in fields such as aerospace enginee
<p><P>In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are widely used to provide mathematical models for real processes in fields such as aerospace enginee
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 Markovia
Most books on this subject can be tiresome to read. The notation and endless equations without comments can be a real headache. This book is not one of those. You can open it anywhere and start reading and find an hour has passed before you know it. The writers talk TOO you as if you were the single