Mathematical Methods in Robust Control of Linear Stochastic Systems
Seiten
2006
|
2006 ed.
Springer-Verlag New York Inc.
978-0-387-30523-3 (ISBN)
Springer-Verlag New York Inc.
978-0-387-30523-3 (ISBN)
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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.
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.
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.
Preliminaries to Probability Theory and Stochastic Differential Equations.- Exponential Stability and Lyapunov-Type Linear Equations.- Structural Properties of Linear Stochastic Systems.- The Riccati Equations of Stochastic Control.- Linear Quadratic Control Problem for Linear Stochastic Systems.- Stochastic Version of the Bounded Real Lemma and Applications.- Robust Stabilization of Linear Stochastic Systems.
| Erscheint lt. Verlag | 21.8.2006 |
|---|---|
| Reihe/Serie | Mathematical Concepts in Science and Engineering ; 50 |
| Zusatzinfo | 2 black & white illustrations, biography |
| Verlagsort | New York, NY |
| Sprache | englisch |
| Maße | 156 x 234 mm |
| Gewicht | 654 g |
| Themenwelt | Mathematik / Informatik ► Informatik ► Theorie / Studium |
| Mathematik / Informatik ► Mathematik ► Wahrscheinlichkeit / Kombinatorik | |
| Technik ► Elektrotechnik / Energietechnik | |
| ISBN-10 | 0-387-30523-8 / 0387305238 |
| ISBN-13 | 978-0-387-30523-3 / 9780387305233 |
| Zustand | Neuware |
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