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Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems

  • Vasile Dragan
  • Toader Morozan
  • Adrian-Mihail Stoica

Table of contents

  1. Front Matter
    Pages 1-9
  2. Vasile Drăgan, Toader Morozan, Adrian-Mihail Stoica
    Pages 1-19
  3. Vasile Drăgan, Toader Morozan, Adrian-Mihail Stoica
    Pages 21-58
  4. Vasile Drăgan, Toader Morozan, Adrian-Mihail Stoica
    Pages 59-101
  5. Vasile Drăgan, Toader Morozan, Adrian-Mihail Stoica
    Pages 103-129
  6. Vasile Drăgan, Toader Morozan, Adrian-Mihail Stoica
    Pages 131-183
  7. Vasile Drăgan, Toader Morozan, Adrian-Mihail Stoica
    Pages 185-221
  8. Vasile Drăgan, Toader Morozan, Adrian-Mihail Stoica
    Pages 223-285
  9. Vasile Drăgan, Toader Morozan, Adrian-Mihail Stoica
    Pages 287-336
  10. Back Matter
    Pages 1-9

About this book

Introduction

In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are widely used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. The theory is a continuation of the authors’ work presented in their previous book entitled "Mathematical Methods in Robust Control of Linear Stochastic Systems" published by Springer in 2006.

Key features:

- Provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps which are usually treated separately in the control literature

- Covers preliminary material on probability theory, independent random variables, conditional expectation and Markov chains

- Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations

- Leads the reader in a natural way to the original results through a systematic presentation

- Presents new theoretical results with detailed numerical examples

 

The monograph is geared to researchers and graduate students in advanced control engineering, applied mathematics, mathematical systems theory and finance. It is also accessible to undergraduate students with a fundamental knowledge in the theory of stochastic systems.

Keywords

Markov chain Probability theory Random variable algebra algorithms communication control engineering optimization

Authors and affiliations

  • Vasile Dragan
    • 1
  • Toader Morozan
    • 2
  • Adrian-Mihail Stoica
    • 3
  1. 1."Simion Stoilow" of the Romanian AcademyInstitute of MathematicsBucuresti 1Romania
  2. 2."Simion Stoilow" of the Romanian AcademyInstitute of MathematicsBucuresti 1Romania
  3. 3.Fac. Aerospace EngineeringUniversity Politehnica BucharestBucurestiRomania

Bibliographic information