Mathematical Methods in Robust Control of Linear Stochastic Systems
Publication year: 2006
ISBN: 978-0-387-35924-3
Internet Resource: Please Login to download book
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.
Subject: Mathematics and Statistics, Probability theory, Stochastic processes, communication, control engineering, numerical analysis, robust control, stability, stochastic process, systems theory
