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Dragan, Vasile; Morozan, Toader; Stoica, Adrian-Mihail (University
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Mathematical Methods in Robust Control of Discrete-time Linear Stochastic Systems

€ 200.98
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Description for Mathematical Methods in Robust Control of Discrete-time Linear Stochastic Systems Hardback. This book provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps. These subjects are typically covered independently. Num Pages: 346 pages, biography. BIC Classification: PBF; PBT; PBW; TJFM1. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 20. Weight in Grams: 1500.

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, communications, manufacturing, finance and economy. The theory is a continuation of the authors’ work presented in their previous book entitled "Mathematical Methods in Robust Control of Linear Stochastic Systems" published by Springer in 2006.

Key features:

- Provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps ... Read more

- Covers preliminary material on probability theory, independent random variables, conditional expectation and Markov chains;

- Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations;

- Leads the reader in a natural way to the original results through a systematic presentation;

- Presents new theoretical results with detailed numerical examples.

The monograph is geared to researchers and graduate students in advanced control engineering, applied mathematics, mathematical systems theory and finance. It is also accessible to undergraduate students with a fundamental knowledge in the theory of stochastic systems.

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Product Details

Format
Hardback
Publication date
2009
Publisher
Springer-Verlag New York Inc. United States
Number of pages
346
Condition
New
Number of Pages
346
Place of Publication
New York, NY, United States
ISBN
9781441906298
SKU
V9781441906298
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15

Reviews for Mathematical Methods in Robust Control of Discrete-time Linear Stochastic Systems
From the reviews: “This monograph deals with the control theory of linear discrete-time stochastic systems subject to multiplicative white noise and to Markov jumping, as arising in many engineering areas, such as communications, fault detection and isolation, robust control, stochastic filtering navigation as wells as in finance, economics and biology. … The theoretical developments are illustrated by several examples. ... Read more

Goodreads reviews for Mathematical Methods in Robust Control of Discrete-time Linear Stochastic Systems


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