Mathematical Methods in Robust Control of Linear Stochastic Systems (Repost)
Vasile Dragan, Toader Morozan, Adrian-Mihail Stoica, "Mathematical Methods in Robust Control of Linear Stochastic Systems"
2013 | pages: 455 | ISBN: 1461486629 | PDF | 3,9 mb
2013 | pages: 455 | ISBN: 1461486629 | 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.
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