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

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

Couverture souple

ISBN 10 : 1441921435 ISBN 13 : 9781441921437

Editeur : Springer, 2010

Synopsis

Linear stochastic systems are successfully used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manuafacturing, finance and economy. This monograph presents a useful methodology for the control of such stochastic systems, with both multiplicative white noise and Markovian jumping. An important feature is the inclusion of the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations. The systematic style of presentation leads the reader in a natural way to the original results. This unique monograph is geared to researchers and graduate students in advanced control engineering, mathematical systems theory and finance, numerical analysis. It is also accessible to undergraduate students with a fundamental knowledge of the theory of stochastic systems.

A propos du livre

Présentation de l'éditeur

Linear stochastic systems are successfully used to provide mathematical models for real processes. This book covers the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2010
• Langue: anglais
• ISBN 10: 1441921435
• ISBN 13: 9781441921437
• Reliure: Broché
• Nombre de pages: 324
• Coordonnées du fabricant: Springer Nature Customer Service Center GmbH; ProductSafety@springernature.com; ; Europaplatz 3; Heidelberg; 69115; Allemagne