Mathematical Methods in Robust Control of Linear Stochastic Systems

Nonfiction, Science & Nature, Science, Other Sciences, System Theory, Mathematics, Statistics, Reference & Language, Reference
Cover of the book Mathematical Methods in Robust Control of Linear Stochastic Systems by Adrian-Mihail Stoica, Toader Morozan, Vasile Dragan, Springer New York
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Adrian-Mihail Stoica, Toader Morozan, Vasile Dragan ISBN: 9781461486633
Publisher: Springer New York Publication: October 4, 2013
Imprint: Springer Language: English
Author: Adrian-Mihail Stoica, Toader Morozan, Vasile Dragan
ISBN: 9781461486633
Publisher: Springer New York
Publication: October 4, 2013
Imprint: Springer
Language: English

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)

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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)

More books from Springer New York

Cover of the book Healthcare and Biomedical Technology in the 21st Century by Adrian-Mihail Stoica, Toader Morozan, Vasile Dragan
Cover of the book Pediatric Cranial MRI by Adrian-Mihail Stoica, Toader Morozan, Vasile Dragan
Cover of the book Spatio-Temporal Data Streams by Adrian-Mihail Stoica, Toader Morozan, Vasile Dragan
Cover of the book Handbook of Maize: Its Biology by Adrian-Mihail Stoica, Toader Morozan, Vasile Dragan
Cover of the book Percutaneous Laser Disc Decompression by Adrian-Mihail Stoica, Toader Morozan, Vasile Dragan
Cover of the book Glandular Lesions of the Uterine Cervix by Adrian-Mihail Stoica, Toader Morozan, Vasile Dragan
Cover of the book Third Sector Research by Adrian-Mihail Stoica, Toader Morozan, Vasile Dragan
Cover of the book More Calculus of a Single Variable by Adrian-Mihail Stoica, Toader Morozan, Vasile Dragan
Cover of the book The Lateral Line System by Adrian-Mihail Stoica, Toader Morozan, Vasile Dragan
Cover of the book Vitamin D and Cancer by Adrian-Mihail Stoica, Toader Morozan, Vasile Dragan
Cover of the book The Ureter by Adrian-Mihail Stoica, Toader Morozan, Vasile Dragan
Cover of the book Genomics of Foodborne Bacterial Pathogens by Adrian-Mihail Stoica, Toader Morozan, Vasile Dragan
Cover of the book Government e-Strategic Planning and Management by Adrian-Mihail Stoica, Toader Morozan, Vasile Dragan
Cover of the book Residue Reviews by Adrian-Mihail Stoica, Toader Morozan, Vasile Dragan
Cover of the book Design for High Performance, Low Power, and Reliable 3D Integrated Circuits by Adrian-Mihail Stoica, Toader Morozan, Vasile Dragan
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy