Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems

Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
Author :
Publisher : Springer Science & Business Media
Total Pages : 349
Release :
ISBN-10 : 9781441906304
ISBN-13 : 1441906304
Rating : 4/5 (304 Downloads)

Book Synopsis Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems by : Vasile Dragan

Download or read book Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems written by Vasile Dragan and published by Springer Science & Business Media. This book was released on 2009-11-10 with total page 349 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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 widely used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. The theory is a continuation of the authors’ work presented in their previous book entitled "Mathematical Methods in Robust Control of Linear Stochastic Systems" published by Springer in 2006. Key features: - Provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps which are usually treated separately in the control literature; - Covers preliminary material on probability theory, independent random variables, conditional expectation and Markov chains; - Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations; - Leads the reader in a natural way to the original results through a systematic presentation; - Presents new theoretical results with detailed numerical examples. The monograph is geared to researchers and graduate students in advanced control engineering, applied mathematics, mathematical systems theory and finance. It is also accessible to undergraduate students with a fundamental knowledge in the theory of stochastic systems.


Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems Related Books

Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
Language: en
Pages: 349
Authors: Vasile Dragan
Categories: Mathematics
Type: BOOK - Published: 2009-11-10 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations an
Mathematical Methods in Robust Control of Linear Stochastic Systems
Language: en
Pages: 455
Authors: Vasile Dragan
Categories: Science
Type: BOOK - Published: 2013-10-04 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

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 linea
Linear Stochastic Control Systems
Language: en
Pages: 404
Authors: Goong Chen
Categories: Business & Economics
Type: BOOK - Published: 1995-07-12 - Publisher: CRC Press

DOWNLOAD EBOOK

Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Bo
Stochastic H2/H ∞ Control: A Nash Game Approach
Language: en
Pages: 319
Authors: Weihai Zhang
Categories: Computers
Type: BOOK - Published: 2017-08-07 - Publisher: CRC Press

DOWNLOAD EBOOK

The H∞ control has been one of the important robust control approaches since the 1980s. This book extends the area to nonlinear stochastic H2/H∞ control, an
Discrete-time Stochastic Systems
Language: en
Pages: 387
Authors: Torsten Söderström
Categories: Mathematics
Type: BOOK - Published: 2012-12-06 - Publisher: Springer Science & Business Media

DOWNLOAD EBOOK

This comprehensive introduction to the estimation and control of dynamic stochastic systems provides complete derivations of key results. The second edition inc