عنوان

Mathematical Methods in Robust Control of Linear Stochastic System

شابک

9781461486633

کد کشور

IR

شماره

EN-52403

زبان متن نوشتاري يا گفتاري و مانند آن

انگلیسی

کشور محل نشر

IR

عنوان اصلي

Mathematical Methods in Robust Control of Linear Stochastic System

نام عام مواد

[Book]

ساير اطلاعات عنواني

:[delta

نام نخستين پديدآور

/ by Vasile Dragan, Toader Morozan, Adrian-Mihail Stoica

وضعيت ويراست

2nd ed. 2013.

محل نشرو پخش و غیره

New York, NY

نام ناشر، پخش کننده و غيره

: Springer New York :Imprint: Springer,

تاریخ نشرو بخش و غیره

, 2013.

نام خاص و کميت اثر

XV, 442 p. 10 illus., 8 illus. in color., online resource.

متن يادداشت

Electronic

متن يادداشت

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 - MixedH2 / H[infinity]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[infinity]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 noise 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 noise 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 noise disturbances. (Zoran Gajic, SIAM Review, Vol. 49 (3), 2007)

متن يادداشت

Preliminariesto Probability Theory and Stochastic Differential Equations -- Linear Differential Equations with Positive Evolution on Ordered Banach Spaces -- Exponential Stability in Mean Square -- Structural Properties of Linear Stochastic Systems -- A Class of Nonlinear Differential Equations on an Ordered Linear Space of Symmetric Matrices with Applications to Riccati Differential Equations of Stochastic Control -- Linear Quadratic Optimization Problems for Linear Stochastic Systems -- Stochastic H2 Optimal Control -- Stochastic Version of the Bounded Real Lemma and Applications -- Robust Stabilization of Linear Stochastic Systems.?╗╣

موضوع مستند نشده

Mathematics

موضوع مستند نشده

Systems theory

موضوع مستند نشده

Distribution (Probability theory)

موضوع مستند نشده

Electronic books

شماره رده

مستند نام اشخاص تاييد نشده

Dragan, Vasile.

مستند نام اشخاص تاييد نشده

Morozan, Toader

مستند نام اشخاص تاييد نشده

Stoica, Adrian-Mihail

مستند نام اشخاص تاييد نشده

SpringerLink (Online service)

کشور

ایران

نام ميزبان

9781461486626.pdf

شماره دسترسي

عادی

اطلاعات مختصر

عادی

تاريخ و ساعت مذاکره و دسترسي

9781461486626.pdf

نوع فرمت الکترونيکي

متن

وضعیت فهرست نویسی

old catalog

فرمت انتشار

e

نوع ماده

BL

پیشوند ISBD اعمال شده است

1

سطح دسترسي

a

تكميل شده

Y