All listings for this product
Best-selling in Non-Fiction Books
Save on Non-Fiction Books
- AU $9.86Trending at AU $16.88
- AU $11.51Trending at AU $18.89
- AU $24.83Trending at AU $25.37
- AU $64.07Trending at AU $75.12
- AU $31.51Trending at AU $37.08
- AU $44.28Trending at AU $47.26
- AU $25.48Trending at AU $28.39
About this product
- DescriptionThis 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 ise and Markovian jumps represented by a Markov chain with countable infinite set of states - Kalman filtering for stochastic systems subject both to state dependent ise 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 ise 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 ise 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 ise disturbances. (Zoran Gajic, SIAM Review, Vol. 49 (3), 2007)
- Author(s)Adrian-Mihail Stoica,Toader Morozan,Vasile Dragan
- PublisherSpringer-Verlag New York Inc.
- Date of Publication23/08/2016
- Place of PublicationNew York
- Country of PublicationUnited States
- ImprintSpringer-Verlag New York Inc.
- Content Note2 black & white illustrations, 8 colour illustrations, biography
- Weight700 g
- Width155 mm
- Height235 mm
- Spine24 mm
- Edition Statement2nd Revised edition
This item doesn't belong on this page.
Thanks, we'll look into this.