Mathematical Methods in Robust Control of Linear Stochastic Systems
Mathematical Methods in Robust Control of Linear Stochastic Systems by Vasile Dragan, Toader Morozan and Adrian-mihail Stoica
English | 2013 | ISBN: 1461486629 | 442 pages | PDF | 3,9 MB
English | 2013 | ISBN: 1461486629 | 442 pages | PDF | 3,9 MB
This second edition of Mathematical Methods in the Robust Control of Linear Stochastic Systems includes a large number of recent results in the control of linear stochastic systems. More specifically, the new results presented are:
- A unified and abstract framework for Riccati type equations arising in the stochastic control
- Stability and control problems for systems perturbed by homogeneous Markov processes with infinite number of states
- Mixed H2/ H∞ control problem and numerical procedures
- Linear differential equations with positive evolution on ordered Banach spaces with applications for stochastic systems including both multiplicative white noise and Markovian jumps represented by a Markov chain with countable infinite set of states
- Kalman filtering for stochastic systems subject both to state dependent noise and Markovian jumps
- H∞ reduced order filters for stochastic systems
The book will appeal to graduate students, researchers in advanced control engineering, finance, mathematical systems theory, applied probability and stochastic processes, and numerical analysis.