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Mathematical Methods in Robust Control of Linear Stochastic Systems (Mathematical Concepts in Science and Engineering) - Hardcover

Dragan, Vasile; Morozan, Toader; Stoica, Adrian-Mihail

 
9780387305233: Mathematical Methods in Robust Control of Linear Stochastic Systems (Mathematical Concepts in Science and Engineering)
Hardcover
ISBN 10: 0387305238 ISBN 13: 9780387305233
Verlag: Springer, 2006

Inhaltsangabe

The book covers the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations. It includes detailed treatment of the fundamental properties of stochastic systems subjected both to multiplicative white noise and to jump Markovian perturbations. Systematic presentation leads the reader in a natural way to the original results. New theoretical results accompanied by detailed numerical examples, and the book proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations.

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Verlag
Springer
Erscheinungsdatum
2006
Sprache
Englisch
ISBN 10 
0387305238
ISBN 13 
9780387305233
Einband
Gebundene Ausgabe
Anzahl der Seiten
312
Kontakt zum Hersteller
Springer-Verlag GmbH
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Deutschland