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Mathematical Methods in Robust Control of Linear Stochastic Systems by Vasile Dragan 9781441921437
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Mathematical Methods in Robust Control of Linear Stochastic Systems by Vasile Dragan 9781441921437

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Description

The book covers the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations. It includes detailed treatment of the fundamental properties of stochastic systems subjected both to multiplicative white noise and to jump Markovian perturbations. Systematic presentation leads the reader in a natural way to the original results. New theoretical results accompanied by detailed numerical examples, and the book proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations.

Book Information
ISBN 9781441921437
Author Vasile Dragan
Format Paperback
Page Count 312
Imprint Springer-Verlag New York Inc.
Publisher Springer-Verlag New York Inc.
Weight(grams) 498g

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