Cargando…

Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems

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,...

Descripción completa

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, 2010.
Edición:1st ed. 2010.
Temas:
Acceso en línea:Texto Completo

MARC

LEADER 00000nam a22000005i 4500
001 978-1-4419-0630-4
003 DE-He213
005 20220117013705.0
007 cr nn 008mamaa
008 100301s2010 xxu| s |||| 0|eng d
020 |a 9781441906304  |9 978-1-4419-0630-4 
024 7 |a 10.1007/978-1-4419-0630-4  |2 doi 
050 4 |a T57-57.97 
072 7 |a PBW  |2 bicssc 
072 7 |a MAT003000  |2 bisacsh 
072 7 |a PBW  |2 thema 
082 0 4 |a 519  |2 23 
100 1 |a Dragan, Vasile.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
245 1 0 |a Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems  |h [electronic resource] /  |c by Vasile Dragan, Toader Morozan, Adrian-Mihail Stoica. 
250 |a 1st ed. 2010. 
264 1 |a New York, NY :  |b Springer New York :  |b Imprint: Springer,  |c 2010. 
300 |a X, 346 p.  |b online resource. 
336 |a text  |b txt  |2 rdacontent 
337 |a computer  |b c  |2 rdamedia 
338 |a online resource  |b cr  |2 rdacarrier 
347 |a text file  |b PDF  |2 rda 
505 0 |a 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. 
520 |a 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 which are usually treated separately in the control literature - 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. 
650 0 |a Mathematics. 
650 0 |a Control engineering. 
650 0 |a Robotics. 
650 0 |a Automation. 
650 0 |a Probabilities. 
650 0 |a System theory. 
650 0 |a Control theory. 
650 0 |a Mathematical optimization. 
650 0 |a Numerical analysis. 
650 1 4 |a Applications of Mathematics. 
650 2 4 |a Control, Robotics, Automation. 
650 2 4 |a Probability Theory. 
650 2 4 |a Systems Theory, Control . 
650 2 4 |a Optimization. 
650 2 4 |a Numerical Analysis. 
700 1 |a Morozan, Toader.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
700 1 |a Stoica, Adrian-Mihail.  |e author.  |4 aut  |4 http://id.loc.gov/vocabulary/relators/aut 
710 2 |a SpringerLink (Online service) 
773 0 |t Springer Nature eBook 
776 0 8 |i Printed edition:  |z 9781441906311 
776 0 8 |i Printed edition:  |z 9781441906298 
776 0 8 |i Printed edition:  |z 9781489984470 
856 4 0 |u https://doi.uam.elogim.com/10.1007/978-1-4419-0630-4  |z Texto Completo 
912 |a ZDB-2-SMA 
912 |a ZDB-2-SXMS 
950 |a Mathematics and Statistics (SpringerNature-11649) 
950 |a Mathematics and Statistics (R0) (SpringerNature-43713)