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

 
9781441906311: Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
View all copies of this ISBN edition:
 
 

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.

"synopsis" may belong to another edition of this title.

Review:

From the reviews:

“This monograph deals with the control theory of linear discrete-time stochastic systems subject to multiplicative white noise and to Markov jumping, as arising in many engineering areas, such as communications, fault detection and isolation, robust control, stochastic filtering navigation as wells as in finance, economics and biology. ... The theoretical developments are illustrated by several examples. ... The book is suitable for advanced courses in robust control of discrete-time stochastic systems, where a good knowledge of probability theory and linear control systems is needed.” (Kurt Marti, Zentralblatt MATH, Vol. 1183, 2010)

“The book is dedicated to control theory of linear discrete-time stochastic systems perturbed by both multiplicative white noise and Markov jumps. ... The book is recommended to graduate students and researchers in the field of applied mathematics and stochastic control.”­­­ (Pavel Pakshin, Mathematical Reviews, Issue 2011 d)

"About this title" may belong to another edition of this title.

(No Available Copies)

Search Books:



Create a Want

If you know the book but cannot find it on AbeBooks, we can automatically search for it on your behalf as new inventory is added. If it is added to AbeBooks by one of our member booksellers, we will notify you!

Create a Want

Other Popular Editions of the Same Title

9781441906298: Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems

Featured Edition

ISBN 10:  1441906290 ISBN 13:  9781441906298
Publisher: Springer, 2009
Hardcover

9781493938704: Mathematical Methods in Robust Control of Linear Stochastic Systems

Springer, 2016
Softcover

9781489984470: Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems

Springer, 2014
Softcover