Mathematical methods in robust control of discrete-time linear stochastic system
[Book]
/ Vasile Dragan, Toader Morozan, Adrian-Mihail Stoica
New York
: Springer,
, c2010.
1 online resource (x, 346 p.)
: , ill.
Print
Includes bibliographical references (p. [337]-342) and index.
1.Elements of probability theory --2.Discrete-time linear equations --3.Mean square exponential stability --4.Structural properties of linear stochastic systems --5.Discrete-time Riccati equations --6.Linear quadratic optimization problems --7.Discrete-time stochastic H[subscript 2] optimal control --8.Robust stability and robust stabilization.