Mathematical Methods in Robust Control of Linear Stochastic by Vasile Dragan,Toader Morozan,Adrian-Mihail Stoica

By Vasile Dragan,Toader Morozan,Adrian-Mihail Stoica

Linear stochastic platforms are effectively used to supply mathematical versions for actual tactics in fields resembling aerospace engineering, communications, production, finance and economic system. This monograph provides an invaluable method for the keep an eye on of such stochastic structures with a spotlight on powerful stabilization within the suggest sq., linear quadratic keep an eye on, the disturbance attenuation challenge, and strong stabilization with recognize to dynamic and parametric uncertainty. structures with either multiplicative white noise and Markovian leaping are coated. Key Features:
-Covers the mandatory pre-requisites from likelihood conception, stochastic procedures, stochastic integrals and stochastic differential equations
-Includes particular remedy of the basic houses of stochastic platforms subjected either to multiplicative white noise and to leap Markovian perturbations
-Systematic presentation leads the reader in a typical technique to the unique results
-New theoretical effects followed by means of exact numerical examples
-Proposes new numerical algorithms to unravel coupled matrix algebraic Riccati equations. the original monograph is geared to researchers and graduate scholars in complex keep an eye on engineering, utilized arithmetic, mathematical platforms concept and finance. it's also obtainable to undergraduate scholars with a primary wisdom within the idea of stochastic systems.

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