Mathematical Methods in Robust Control of Linear Stochastic Systems

• Main Authors: Dragan, Vasile (Author), Morozan, Toader (Author), Stoica, Adrian-Mihail (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: New York, NY : Springer New York, 2006.
• Series: Mathematical Concepts and Methods in Science and Engineering ; 50
• Subjects: 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...

Table of Contents:

• 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.