Vasile Dragan,
Toader Morozan,
Adrian-Mihail Stoica
Mathematical Methods in Robust Control of Linear Stochastic Systems
Paperback Engels 2010 9781441921437
Verwachte levertijd ongeveer 9 werkdagen
Samenvatting
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.
Specificaties
ISBN13:9781441921437
Taal:Engels
Bindwijze:paperback
Aantal pagina's:312
Uitgever:Springer New York
Druk:0
Hoofdrubriek:Automatisering algemeen, Computer en informatica
Lezersrecensies
Wees de eerste die een lezersrecensie schrijft!
Inhoudsopgave
Preliminaries to Probability Theory and Stochastic Differential Equations.- Exponential Stability and Lyapunov-Type Linear Equations.- Structural Properties of Linear Stochastic Systems.- The Riccati Equations of Stochastic Control.- Linear Quadratic Control Problem for Linear Stochastic Systems.- Stochastic Version of the Bounded Real Lemma and Applications.- Robust Stabilization of Linear Stochastic Systems.
Rubrieken
- advisering
- algemeen management
- coaching en trainen
- communicatie en media
- economie
- financieel management
- inkoop en logistiek
- internet en social media
- it-management / ict
- juridisch
- leiderschap
- marketing
- mens en maatschappij
- non-profit
- ondernemen
- organisatiekunde
- personal finance
- personeelsmanagement
- persoonlijke effectiviteit
- projectmanagement
- psychologie
- reclame en verkoop
- strategisch management
- verandermanagement
- werk en loopbaan