Mathematical Methods in Robust Control of Linear Stochastic Systems

• Main Authors: Dragan, Vasile. (Author), Morozan, Toader. (Author), Stoica, Adrian-Mihail. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: New York, NY : Springer New York : Imprint: Springer, 2013.
• Edition: 2nd ed. 2013.
• Subjects: Mathematics.; Systems theory.; Distribution (Probability theory).; Systems Theory, Control.; Probability Theory and Stochastic Processes.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-1-4614-8663-3
• Physical Description: XV, 442 p. 10 illus., 8 illus. in color. online resource.
• ISBN: 9781461486633

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