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Mathematical Methods in Robust Control of Linear Stochastic Systems

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...

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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Dragan, Vasile (Autor), Morozan, Toader (Autor), Stoica, Adrian-Mihail (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: New York, NY : Springer New York : Imprint: Springer, 2006.
Edición:1st ed. 2006.
Colección:Mathematical Concepts and Methods in Science and Engineering ; 50
Temas:
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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.