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Mathematical Methods in Robust Control of Linear Stochastic Systems

Vasile Dragan, Toader Morozan, and Adrian-Mihail Stoica
Publisher: 
Springer Verlag
Publication Date: 
2006
Number of Pages: 
312
Format: 
Hardcover
Series: 
Mathematical Concepts and Methods in Science and Engineering 50
Price: 
79.95
ISBN: 
0387305238
Category: 
Monograph
We do not plan to review this book.

 Preface.- Preliminaries to Probability Theory and Stochastic Differential Equations.- Exponential Stability and Lyapunov-Type Equations.- Structural Properties of Linear Stochastic Systems.- The Riccati Equations of Stochastic Control.- Linear Quadratic Control Problem for Linear Stochastic Systems.- Stochastic Version of Bounded Real Lemma and Applications.- Robust Stabilization of Linear Stochastic Systems.- Bibliography.- Index.

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