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Mathematical methods in robust control of linear stochastic systems /

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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 arisin...

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Bibliographic Details
Main Authors: Drăgan, Vasile (Author), Morozan, Toader (Author), Stoica, Adrian (Author)
Format: eBook
Language:English
Published: New York : Springer, 2013.
Edition:Second edition.
Series:Mathematical concepts and methods in science and engineering ; volume 52.
Subjects:
Robust control > Mathematical models.
Linear systems.
Stochastic systems.
Lineaire systemen.
Stochastische systemen.
Controleleer.
Processus stochastiques.
Probabilités.
Electronic books.
Online Access:Connect to the full text of this electronic book
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.