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Table of contents

  1. Front Matter
  2. Tobias Damm
    Pages 1-42
  3. Tobias Damm
    Pages 61-101
  4. Tobias Damm
    Pages 103-121
  5. Tobias Damm
    Pages 123-179
  6. Tobias Damm
    Pages 181-184
  7. Back Matter

About this book

Introduction

This book is the first comprehensive treatment of rational matrix equations in stochastic systems, including various aspects of the field, previously unpublished results and explicit examples. Topics include modelling with stochastic differential equations, stochastic stability, reformulation of stochastic control problems, analysis of the rational matrix equation and numerical solutions. Primarily a survey in character, this monograph is intended  for researchers, graduate students and engineers in control theory and applied linear algebra.

Keywords

Generalized Lyapunov Equations Generalized Riccati Equations H Infinity Control Matrix Positive Operators Robust Control Stochastic Control differential equation linear algebra modeling stability

Bibliographic information

  • DOI https://doi.org/10.1007/b10906
  • Copyright Information Springer-Verlag Berlin/Heidelberg 2004
  • Publisher Name Springer, Berlin, Heidelberg
  • eBook Packages Springer Book Archive
  • Print ISBN 978-3-540-20516-6
  • Online ISBN 978-3-540-40001-1
  • Series Print ISSN 0170-8643
  • Series Online ISSN 1610-7411
  • Buy this book on publisher's site