9781441921437 - Mathematical Methods in Robust Control of Linear Stochastic Systems (mathematical Concepts and Methods in Science and Engineering, 50) by Dragan, Vasile; Morozan, Toader; Stoica, Adrian-mihail (13 results)
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Taschenbuch. Condition: Neu. Mathematical Methods in Robust Control of Linear Stochastic Systems | Vasile Dragan (u. a.) | Taschenbuch | xii | Englisch | 2010 | Springer Nature B.V. | EAN 9781441921437 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer…[dot]com | Anbieter: preigu.
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Condition: New. Covers the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equationsIncludes detailed treatment of the fundamental properties of stochastic systems subjected both to multipli.
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Taschenbuch. Condition: Neu. Druck auf Anfrage Neuware - Printed after ordering - Linear stochastic systems are successfully used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. This monograph presents a useful methodology for the cont…rol of such stochastic systems with a focus on robust stabilization in the mean square, linear quadratic control, the disturbance attenuation problem, and robust stabilization with respect to dynamic and parametric uncertainty. Systems with both multiplicative white noise and Markovian jumping are covered.Key Features:-Covers the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations-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-Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations.The unique 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.
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Taschenbuch. Condition: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -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 syste…ms 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. 324 pp. Englisch.
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Condition: New. Print on Demand pp. 326 2 Illus.
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Condition: New. PRINT ON DEMAND pp. 326.
