Mathematical Methods in Robust Control of Linear Stochastic Systems
Publication year: 2006
: 978-0-387-35924-3
Linear stochastic systems are successfully used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. This monograph presents a useful methodology for the control of such stochastic systems with a focus on robust stabilization in the mean square, linear quadratic control, the disturbance attenuation problem, and robust stabilization with respect to dynamic and parametric uncertainty.
: Mathematics and Statistics, Probability theory, Stochastic processes, communication, control engineering, numerical analysis, robust control, stability, stochastic process, systems theory
