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,...

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Détails bibliographiques
Cote:Libro Electrónico
Auteurs principaux: Dragan, Vasile (Auteur), Morozan, Toader (Auteur), Stoica, Adrian-Mihail (Auteur)
Collectivité auteur: SpringerLink (Online service)
Format: Électronique eBook
Langue:Inglés
Publié: New York, NY : Springer New York : Imprint: Springer, 2010.
Édition:1st ed. 2010.
Sujets:
Mathematics.
Control engineering.
Robotics.
Automation.
Probabilities.
System theory.
Control theory.
Mathematical optimization.
Numerical analysis.
Applications of Mathematics.
Control, Robotics, Automation.
Probability Theory.
Systems Theory, Control .
Optimization.
Numerical Analysis.
Accès en ligne:Texto Completo
Table des matières:
  • 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.

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