Mathematical Methods in Robust Control of Discrete-Time 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, 2010.
• Edition: First.
• Subjects: Mathematics.; Applied mathematics.; Engineering mathematics.; System theory.; Numerical analysis.; Mathematical optimization.; Probabilities.; Robotics.; Automation.; Applications of Mathematics.; Robotics and Automation.; Probability Theory and Stochastic Processes.; Systems Theory, Control.; Optimization.; Numerical Analysis.

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 engineering,...

Table of Contents:

• Elements of probability theory
• Discrete-time linear equations defined by positive operators
• Mean square exponential stability
• Structural properties of linear stochastic systems
• Discrete-time Riccati equations of stochastic control
• Linear quadratic optimization problems
• Discrete-time stochastic optimal control
• Robust stability and robust stabilization of discrete-time linear stochastic systems.