Mathematical Methods in Robust Control of Linear Stochastic Systems
From Reviews of the First Edition: This book is concerned with robust control of stochastic systems. One of the main features is its coverage of jump Markovian systems. … Overall, this book presents results taking into consideration both white noise and Markov chain perturbations. It is clearly wri...
| Main Authors: | , , |
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| Format: | eBook |
| Language: | English |
| Published: |
New York, NY
Springer New York
2013, 2013
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| Edition: | 2nd ed. 2013 |
| Subjects: | |
| Online Access: | |
| Collection: | Springer eBooks 2005- - Collection details see MPG.ReNa |
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