By Vasile Dragan,Toader Morozan,Adrian-Mihail Stoica
In this monograph the authors boost a conception for the powerful keep watch over of discrete-time stochastic structures, subjected to either autonomous random perturbations and to Markov chains. Such platforms are accepted to supply mathematical versions for genuine approaches in fields resembling aerospace engineering, communications, production, finance and financial system. the speculation is a continuation of the authors’ paintings awarded of their prior ebook entitled "Mathematical tools in powerful keep an eye on of Linear Stochastic structures" released through Springer in 2006.
- offers a typical unifying framework for discrete-time stochastic platforms corrupted with either self sufficient random perturbations and with Markovian jumps that are often handled individually within the regulate literature;
- Covers initial fabric on chance conception, autonomous random variables, conditional expectation and Markov chains;
- Proposes new numerical algorithms to unravel coupled matrix algebraic Riccati equations;
- Leads the reader in a typical technique to the unique effects via a scientific presentation;
- provides new theoretical results with certain numerical examples.
The monograph is geared to researchers and graduate scholars in complicated keep watch over engineering, utilized arithmetic, mathematical structures concept and finance. it's also obtainable to undergraduate scholars with a primary wisdom within the idea of stochastic systems.
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