Mathematical Methods in Robust Control of Linear Stochastic Systems

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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...

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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, 2013.
Edición:2nd ed. 2013.
Temas:
System theory.
Control theory.
Probabilities.
Systems Theory, Control .
Probability Theory.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • Preliminaries to Probability Theory and Stochastic Differential Equations
  • Linear Differential Equations with Positive Evolution on Ordered Banach Spaces
  • Exponential Stability in Mean Square
  • Structural Properties of Linear Stochastic Systems
  • A Class of Nonlinear Differential Equations on an Ordered Linear Space of Symmetric Matrices with Applications to Riccati Differential Equations of Stochastic Control
  • Linear Quadratic Optimization Problems for Linear Stochastic Systems
  • Stochastic H2 Optimal Control
  • Stochastic Version of the Bounded Real Lemma and Applications
  • Robust Stabilization of Linear Stochastic Systems.

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