E-Book, Englisch, Band 50, 312 Seiten
Reihe: Mathematical Concepts and Methods in Science and Engineering
Dragan / Morozan / Stoica Mathematical Methods in Robust Control of Linear Stochastic Systems
1. Auflage 2007
ISBN: 978-0-387-35924-3
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
E-Book, Englisch, Band 50, 312 Seiten
Reihe: Mathematical Concepts and Methods in Science and Engineering
ISBN: 978-0-387-35924-3
Verlag: Springer US
Format: PDF
Kopierschutz: 1 - PDF Watermark
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.




