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.
Mathematical Methods in Robust Control of Linear Stochastic Systems
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$153.00
Description
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.
In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are...
This volume is the second of the three volume publication containing the proceedings of the 1989 International Symposium on the Mathemat ical Theory of Networks and Systems (MTNS-89), which was held...
This book develops original results regarding singular dynamic systems following two different paths. The first consists of generalizing results from classical state-space cases to linear descriptor...
Recent decades have witnessed enormous strides in the field of robust control of dynamical systems - unfortunately, accounts of many of these developments are scattered in obscure research...
Mathematical Preliminaries.- Moment Equations for Linear Stochastic Dynamic Systems (LSDS).- Moment Equations for Nonlinear Stochastic Dynamic Systems (NSDS).- Statistical Linearization of Stochastic...
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