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.
Key features:
- 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.
Read Online or Download Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems PDF
Similar number systems books
Stochastic Modelling in Physical Oceanography (Progress in Probability)
The research of the sea is nearly as outdated because the background of mankind itself. whilst the 1st seafarers set out of their primitive ships that they had to appreciate, as most sensible they can, tides and currents, eddies and vortices, for lack of knowledge usually ended in lack of dwell. those primitive oceanographers have been, after all, basically statisticians.
Derivative Securities and Difference Methods (Springer Finance)
This ebook is especially dedicated to finite distinction numerical tools for fixing partial differential equations (PDEs) versions of pricing a large choice of monetary spinoff securities. With this aim, the publication is split into major components. within the first half, after an advent in regards to the fundamentals on spinoff securities, the authors clarify how you can identify the sufficient PDE boundary worth difficulties for various units of by-product items (vanilla and unique techniques, and rate of interest derivatives).
Multivariate Statistics:: Exercises and Solutions
The authors have cleverly used routines and their strategies to discover the ideas of multivariate information research. damaged down into 3 sections, this ebook has been based to permit scholars in economics and finance to paintings their manner via a good formulated exploration of this center subject. the 1st a part of this booklet is dedicated to graphical recommendations.
Geometric Properties of Banach Spaces and Nonlinear Iterations (Lecture Notes in Mathematics)
The contents of this monograph fall in the normal quarter of nonlinear useful research and functions. We specialise in a major subject inside this sector: geometric houses of Banach areas and nonlinear iterations, an issue of in depth learn e? orts, particularly in the previous 30 years, or so.
- Progress in Industrial Mathematics at ECMI 2006: 12 (Mathematics in Industry)
- A First Course in Ordinary Differential Equations: Analytical and Numerical Methods
- Introduction to the Numerical Modeling of Groundwater and Geothermal Systems: Fundamentals of Mass, Energy and Solute Transport in Poroelastic Rocks (Multiphysics Modeling)
- Numerical Analysis and Its Applications: 6th International Conference, NAA 2016, Lozenetz, Bulgaria, June 15-22, 2016, Revised Selected Papers (Lecture Notes in Computer Science)
- IsoGeometric Analysis: A New Paradigm in the Numerical Approximation of PDEs: Cetraro, Italy 2012 (Lecture Notes in Mathematics)
Additional info for Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
Example text