Articles liés à Mathematical Methods in Robust Control of Linear Stochastic...

Mathematical Methods in Robust Control of Linear Stochastic Systems - Couverture rigide

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

 
9780387305233: Mathematical Methods in Robust Control of Linear Stochastic Systems
Couverture rigide
ISBN 10 : 0387305238 ISBN 13 : 9780387305233
Editeur : Springer-Verlag New York Inc., 2006

Synopsis

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.

Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.

Éditeur
Springer-Verlag New York Inc.
Date d'édition
2006
Langue
anglais
ISBN 10 
0387305238
ISBN 13 
9780387305233
Reliure
Relié
Nombre de pages
328
Coordonnées du fabricant
Springer-Verlag GmbH
customerservice@springernature.com

Tiergartenstraße 17
Heidelberg
Baden-Württemberg
69121
Allemagne