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

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 arisi...

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 the Bounded Real Lemma and Applications
• Robust Stabilization of Linear Stochastic Systems.