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1 Local Warehouse Mathematics- Probability Theory

Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems

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Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems Cover

 

Synopses & Reviews

Publisher Comments:

In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are widely used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. The theory is a continuation of the authors' work presented in their previous book entitled "Mathematical Methods in Robust Control of Linear Stochastic Systems" published by Springer in 2006. Key features: - Provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps which are usually treated separately in the control literature - Covers preliminary material on probability theory, independent random variables, conditional expectation and Markov chains - Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations - Leads the reader in a natural way to the original results through a systematic presentation - Presents new theoretical results with detailed numerical examples   The monograph is geared to researchers and graduate students in advanced control engineering, applied mathematics, mathematical systems theory and finance. It is also accessible to undergraduate students with a fundamental knowledge in the theory of stochastic systems.

Synopsis:

This book provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps. These subjects are typically covered independently.

Table of Contents

Preface.- 1: Elements of Probability Theory.- 2: Discrete-Time Linear Equations Defined by Positive Operators.- 3: Exponential Stability in Mean Square.- 4: Structural Properties of Linear Stochastic Systems.- 5: Discrete-Time Riccati Equations of Stochastic Control.- 6: Linear Quadratic Control Problem for Discrete-Time.- 7: Stochastic Version of Bounded Real Lemma and Applications.- 8: Robust Stabilization of Discrete-Time Stochastic Linear Systems.- Bibliography.- Index.

Product Details

ISBN:
9781441906298
Author:
Dragan, Vasile
Publisher:
Springer
Author:
Stoica, Adrian-Mihail
Author:
Morozan, Toader
Location:
New York, NY
Subject:
Applied
Subject:
Probability & Statistics - General
Subject:
Robotics
Subject:
Mathematics-Applied
Subject:
System Theory
Subject:
Markovian Jumps
Subject:
Optimal control
Subject:
Riccati
Subject:
Numerical methods
Subject:
Systems Theory, Control
Subject:
OPTIMIZATION
Subject:
Numerical analysis
Subject:
Difference and Functional Equations
Subject:
Probability Theory and Stochastic Processes
Subject:
Mathematics
Subject:
The Arts
Subject:
mathematics and statistics
Subject:
Systems theory.
Subject:
Mathematical optimization
Subject:
Functional equations
Subject:
Distribution (Probability theory)
Copyright:
Edition Description:
Book
Publication Date:
20091124
Binding:
HARDCOVER
Language:
English
Pages:
356
Dimensions:
235 x 155 mm 1500 gr

Related Subjects

Computers and Internet » Artificial Intelligence » Robotics
Engineering » Industrial and Control Engineering » Control Engineering
History and Social Science » Politics » General
Science and Mathematics » Mathematics » Applied
Science and Mathematics » Mathematics » Foundations and Logic
Science and Mathematics » Mathematics » Logic and Philosophy
Science and Mathematics » Mathematics » Probability and Statistics » General
Science and Mathematics » Mathematics » Probability and Statistics » Probability Theory
Science and Mathematics » Mathematics » Probability and Statistics » Statistics

Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems Used Hardcover
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Product details 356 pages Springer - English 9781441906298 Reviews:
"Synopsis" by , This book provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps. These subjects are typically covered independently.
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