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 : Imprint: Springer, 2013.
• Edition: 2nd ed. 2013.
• Subjects: Mathematics.; System theory.; Probabilities.; Systems Theory, Control.; Probability Theory and Stochastic Processes.

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 arisi...