Mathematical methods in robust control of linear stochastic systems
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...
Gardado en:
| Auteurs principaux: | , , |
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| Formato: | Livre numérique |
| Idioma: | Anglais |
| Publicado: |
New York, NY :
Springer New York
2013.
Cham : Springer Nature |
| Acceso en liña: | Accès sur la plateforme de l'éditeur Accès sur la plateforme Istex Accès Université d'Orléans Accès INSA CVL |
| Nota: |
Archives Springer e-books (Licence nationale) Archives Springer e-books (Licence nationale) |
| Autres localisations: | Voir dans le Sudoc |
| Edition sous un autre format: | • Mathematical Methods in Robust Control of Linear Stochastic Systems, Texte imprimé, 9781461486626 • Mathematical Methods in Robust Control of Linear Stochastic Systems, Texte imprimé, 9781461486640 • Mathematical Methods in Robust Control of Linear Stochastic Systems, Texte imprimé, 9781493938704 |
Table des matières:
- 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.