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Synopsis
This second edition of Mathematical Methods in the Robust Control of Linear Stochastic Systems includes a large number of recent results in the control of linear stochastic systems. More specifically, the new results presented are:
- A unified and abstract framework for Riccati type equations arising in the stochastic control
- Stability and control problems for systems perturbed by homogeneous Markov processes with infinite number of states
- Mixed H2 / H∞ control problem and numerical procedures
- Linear differential equations with positive evolution on ordered Banach spaces with applications for stochastic systems including both multiplicative white noise and Markovian jumps represented by a Markov chain with countable infinite set of states
- Kalman filtering for stochastic systems subject both to state dependent noise and Markovian jumps
- H∞ reduced order filters for stochastic systems
The book will appeal to graduate students, researchers in advanced control engineering, finance, mathematical systems theory, applied probability and stochastic processes, and numerical analysis.
From Reviews of the First Edition:
This book is concerned with robust control of stochastic systems. One of the main features is its coverage of jump Markovian systems. ... Overall, this book presents results taking into consideration both white noise and Markov chain perturbations. It is clearly written and should be useful for people working in applied mathematics and in control and systems theory. The references cited provide further reading sources.
(George Yin, Mathematical Reviews, Issue 2007 m)
This book considers linear time varying stochastic systems, subjected to white noise disturbances and system parameter Markovian jumping, in the context of optimal control ... robust stabilization, and disturbanceattenuation. ... The material presented in the book is organized in seven chapters. ... The book is very well written and organized. ... is a valuable reference for all researchers and graduate students in applied mathematics and control engineering interested in linear stochastic time varying control systems with Markovian parameter jumping and white noise disturbances.
(Zoran Gajic, SIAM Review, Vol. 49 (3), 2007)
Les informations fournies dans la section « Synopsis » peuvent faire référence à une autre édition de ce titre.
- ÉditeurSpringer-Verlag New York Inc.
- Date d'édition2013
- ISBN 10 1461486629
- ISBN 13 9781461486626
- ReliureRelié
- Langueanglais
- Numéro d'édition2
- Nombre de pages442
- Coordonnées du fabricantnon disponible
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MATHEMATICAL METHODS IN ROBUST CONTROL OF LINEAR STOCHASTIC SYSTEMS, 2ND EDITION
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Mathematical Methods in Robust Control of Linear Stochastic Systems
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Springer New York, 2013
ISBN 10 : 1461486629
ISBN 13 : 9781461486626
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Gebunden. Etat : New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Updates the previous edition to include recent results in robust control of linear stochastic systemsPresents the treatment of the fundamental properties of stochastic systems subjected both to multiplicative white noise and to jump Markovian pert. N° de réf. du vendeur 4199752
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Mathematical Methods in Robust Control of Linear Stochastic Systems
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Springer New York Okt 2013, 2013
ISBN 10 : 1461486629
ISBN 13 : 9781461486626
Neuf
Couverture rigide
Vendeur : BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Allemagne
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Buch. Etat : Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This second edition of Mathematical Methods in the Robust Control of Linear Stochastic Systems includes a large number of recent results in the control of linear stochastic systems. More specifically, the new results presented are: - A unified and abstract framework for Riccati type equations arising in the stochastic control- Stability and control problems for systems perturbed by homogeneous Markov processes with infinite number of states- Mixed H2 / H control problem and numerical procedures- Linear differential equations with positive evolution on ordered Banach spaces with applications for stochastic systems including both multiplicative white noise and Markovian jumps represented by a Markov chain with countable infinite set of states- Kalman filtering for stochastic systems subject both to state dependent noise and Markovian jumps- H reduced order filters for stochastic systems The book will appeal to graduate students, researchers in advanced control engineering, finance, mathematical systems theory, applied probability and stochastic processes, and numerical analysis.From Reviews of the First Edition: This book is concerned with robust control of stochastic systems. One of the main features is its coverage of jump Markovian systems. . Overall, this book presents results taking into consideration both white noise and Markov chain perturbations. It is clearly written and should be useful for people working in applied mathematics and in control and systems theory. The references cited provide further reading sources. (George Yin, Mathematical Reviews, Issue 2007 m)This book considers linear time varying stochastic systems, subjected to white noise disturbances and system parameter Markovian jumping, in the context of optimal control . robust stabilization, and disturbance attenuation. . The material presented in the book is organized in seven chapters. . The book is very well written and organized. . is a valuable reference for all researchers and graduate students in applied mathematics and control engineering interested in linear stochastic time varying control systems with Markovian parameter jumping and white noise disturbances.(Zoran Gajic, SIAM Review, Vol. 49 (3), 2007) 460 pp. Englisch. N° de réf. du vendeur 9781461486626
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Mathematical Methods in Robust Control of Linear Stochastic Systems
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Mathematical Methods in Robust Control of Linear Stochastic Systems
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Springer New York, Springer New York Okt 2013, 2013
ISBN 10 : 1461486629
ISBN 13 : 9781461486626
Neuf
Couverture rigide
Edition originale
Vendeur : buchversandmimpf2000, Emtmannsberg, BAYE, Allemagne
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Buch. Etat : Neu. Neuware -This second edition of Mathematical Methods in the Robust Control of Linear Stochastic Systems includes a large number of recent results in the control of linear stochastic systems. More specifically, the new results presented are: A unified and abstract framework for Riccati type equations arising in the stochastic control Stability and control problems for systems perturbed by homogeneous Markov processes with infinite number of states MixedH2 / H¿control problem and numerical procedures Linear differential equations with positive evolution on ordered Banach spaces with applications for stochastic systems including both multiplicative white noise and Markovian jumps represented by a Markov chain with countable infinite set of states Kalman filtering for stochastic systems subject both to state dependent noise and Markovian jumps H¿reduced order filters for stochastic systemsThe book will appeal to graduate students, researchers in advanced control engineering, finance, mathematical systems theory, applied probability and stochastic processes, and numerical analysis.From Reviews of the First Edition:This book is concerned with robust control of stochastic systems. One of the main features is its coverage of jump Markovian systems. ¿ Overall, this book presents results taking into consideration both white noise and Markov chain perturbations. It is clearly written and should be useful for people working in applied mathematics and in control and systems theory. The references cited provide further reading sources.(George Yin, Mathematical Reviews, Issue 2007 m)This book considers linear time varying stochastic systems, subjected to white noise disturbances and system parameter Markovian jumping, in the context of optimal control ¿ robust stabilization, and disturbanceattenuation. ¿ The material presented in the book is organized in seven chapters. ¿ The book is very well written and organized. ¿ is a valuable reference for all researchers and graduate students in applied mathematics and control engineering interested in linear stochastic time varying control systems with Markovian parameter jumping and white noise disturbances.(Zoran Gajic, SIAM Review, Vol. 49 (3), 2007)Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg 460 pp. Englisch. N° de réf. du vendeur 9781461486626
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Mathematical Methods in Robust Control of Linear Stochastic Systems
Edité par
Springer New York, Springer US, 2013
ISBN 10 : 1461486629
ISBN 13 : 9781461486626
Neuf
Couverture rigide
Vendeur : AHA-BUCH GmbH, Einbeck, Allemagne
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Buch. Etat : Neu. Druck auf Anfrage Neuware - Printed after ordering - This second edition of Mathematical Methods in the Robust Control of Linear Stochastic Systems includes a large number of recent results in the control of linear stochastic systems. More specifically, the new results presented are: - A unified and abstract framework for Riccati type equations arising in the stochastic control- Stability and control problems for systems perturbed by homogeneous Markov processes with infinite number of states- Mixed H2 / H control problem and numerical procedures- Linear differential equations with positive evolution on ordered Banach spaces with applications for stochastic systems including both multiplicative white noise and Markovian jumps represented by a Markov chain with countable infinite set of states- Kalman filtering for stochastic systems subject both to state dependent noise and Markovian jumps- H reduced order filters for stochastic systems The book will appeal to graduate students, researchers in advanced control engineering, finance, mathematical systems theory, applied probability and stochastic processes, and numerical analysis.From Reviews of the First Edition: This book is concerned with robust control of stochastic systems. One of the main features is its coverage of jump Markovian systems. . Overall, this book presents results taking into consideration both white noise and Markov chain perturbations. It is clearly written and should be useful for people working in applied mathematics and in control and systems theory. The references cited provide further reading sources. (George Yin, Mathematical Reviews, Issue 2007 m)This book considers linear time varying stochastic systems, subjected to white noise disturbances and system parameter Markovian jumping, in the context of optimal control . robust stabilization, and disturbanceattenuation. . The material presented in the book is organized in seven chapters. . The book is very well written and organized. . is a valuable reference for all researchers and graduate students in applied mathematics and control engineering interested in linear stochastic time varying control systems with Markovian parameter jumping and white noise disturbances.(Zoran Gajic, SIAM Review, Vol. 49 (3), 2007). N° de réf. du vendeur 9781461486626
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Mathematical Methods in Robust Control of Linear Stochastic Systems
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Mathematical Methods in Robust Control of Linear Stochastic Systems
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Mathematical Methods in Robust Control of Linear Stochastic Systems
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ISBN 10 : 1461486629
ISBN 13 : 9781461486626
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