| 书目名称 | Mathematical Methods in Robust Control of Linear Stochastic Systems |
| 编辑 | Vasile Dragan,Toader Morozan,Adrian-Mihail Stoica |
| 视频video | |
| 概述 | Updates the previous edition to include recent results in robust control of linear stochastic systems.Presents the treatment of the fundamental properties of stochastic systems subjected both to multi |
| 图书封面 |  |
| 描述 | .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 .H.2. ./ .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 |
| 出版日期 | Book 2013Latest edition |
| 关键词 | Continuous-time linear stochastic systems; Markov jumps; Riccati-type systems; Robust control; Stability |
| 版次 | 2 |
| doi | https://doi.org/10.1007/978-1-4614-8663-3 |
| isbn_softcover | 978-1-4939-3870-4 |
| isbn_ebook | 978-1-4614-8663-3 |
| copyright | Springer Science+Business Media New York 2013 |
发表于 2025-3-21 19:44:11
