Mathematical Methods in Robust Control of Linear Stochastic Systems

• Κύριοι συγγραφείς: Dragan, Vasile (Συγγραφέας), Morozan, Toader (Συγγραφέας), Stoica, Adrian-Mihail (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: New York, NY : Springer New York, 2006.
• Σειρά: Mathematical Concepts and Methods in Science and Engineering ; 50
• Θέματα: Mathematics.; System theory.; Numerical analysis.; Probabilities.; Systems Theory, Control.; Probability Theory and Stochastic Processes.; Numerical Analysis.

Linear stochastic systems are successfully used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. This monograph presents a useful methodology for the control of such stochastic systems with a focus on robus...

Πίνακας περιεχομένων:

• 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.