rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Mathematical methods in robust control of linear stochastic systems
  name:
    name part: Drăgan, Vasile
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Morozan, Toader
    role:
      role term: author.
  name:
    name part: Stoica, Adrian
    role:
      role term: author.
  type of resource: text
  genre: bibliography
  genre: Electronic books.
  origin info:
    place:
      place term: nyu
    date issued: 2013
    edition: Second edition.
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: remote
    extent: 1 online resource (xv, 442 pages) : illustrations.
  abstract: 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 - MixedH2 / Hcontrol 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 - Hreduced 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. From Reviews of the First Edition: This book is concerned with robust control of stochastic systems. One of the main features is its coverage of jump Markovian systems. Overall, this book presents results taking into consideration both white noise and Markov chain perturbations. It is clearly written and should be useful for people working in applied mathematics and in control and systems theory. The references cited provide further reading sources. (George Yin, Mathematical Reviews, Issue 2007 m) This book considers linear time varying stochastic systems, subjected to white noise disturbances and system parameter Markovian jumping, in the context of optimal control robust stabilization, and disturbance attenuation. The material presented in the book is organized in seven chapters. The book is very well written and organized. is a valuable reference for all researchers and graduate students …
  table of contents: Preliminaries to Probability Theory and Stochastic Differential Equations -- Linear Differential Equations with Positive Evolution on Ordered Banach Spaces -- Exponential Stability in Mean Square -- Structural Properties of Linear Stochastic Systems -- A Class of Nonlinear Differential Equations on an Ordered Linear Space of Symmetric Matrices with Applications to Riccati Differential Equations of Stochastic Control -- Linear Quadratic Optimization Problems for Linear Stochastic Systems -- Stochastic H₂ Optimal Control -- Stochastic Version of Bounded Real Lemma and Applications -- Robust Stabilization of Linear Stochastic Systems.
  note: Vasile Dragan, Toader Morozan, Adrian-Mihail Stoica.
  note: Electronic resource.
  note: Includes bibliographical references.
  subject:
    topic: Robust control
    topic: Mathematical models
  subject:
    topic: Linear systems
  subject:
    topic: Stochastic systems
  subject:
    topic: Lineaire systemen
  subject:
    topic: Stochastische systemen
  subject:
    topic: Controleleer
  subject:
    topic: Processus stochastiques
  subject:
    topic: Probabilités
  classification: TJ217.2 .D73 2013eb
  classification: 629.8312
  related item:
    title info:
      title: Mathematical methods in robust control of linear stochastic systems
    name:
      name part: Drăgan, Vasile.
    identifier: (DLC) 2006927804
    identifier: (OCoLC)71747067
  related item:
    title info:
      title: Mathematical concepts and methods in science and engineering ; volume 52
  identifier: 9781461486633 (electronic bk.)
  identifier: 1461486637 (electronic bk.)
  identifier: 9781461486626
  identifier: http://proxy.library.tamu.edu/login
  record info:
    record content source: GW5XE
    record creation date: 131021
    record change date: 20190407113057.0
    record identifier: in00003346941
    language of cataloging:
      language term: eng