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

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.

Autres éditions populaires du même titre

9781441921437: Mathematical Methods in Robust Control of Linear Stochastic Systems

Edition présentée

ISBN 10 :  1441921435 ISBN 13 :  9781441921437
Editeur : Springer, 2010
Couverture souple