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Mathematical Methods in Robust Control of Linear Stochastic Systems

Vasile Dragan, Toader Morozan and Adrian-Mihail Stoica
Publisher: 
Springer
Publication Date: 
2013
Number of Pages: 
442
Format: 
Hardcover
Edition: 
2
Price: 
129.00
ISBN: 
9781461486626
Category: 
Monograph
We do not plan to review this book.

Preliminaries on 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 Space of Symmetric Matrices with Application to Ricati Differential Equations of Stochastic Control. - Linear Quadratic Optimization Problems.- H2 Optimal Control of Linear Stochastic Systems. -Stochastic Version of Bounded Real Lemma and Applications. - Robust stabilization of linear stochastic systems.

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