By Vasile Dragan,Toader Morozan,Adrian-Mihail Stoica
-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.
Read or Download Mathematical Methods in Robust Control of Linear Stochastic Systems: 50 (Mathematical Concepts and Methods in Science and Engineering) PDF
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