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Mathematical Methods in Robust Control of Linear Stochastic Systems

by Vasile Dragan
Save 35% Save 35%
Current price ₹5,286.00
Original price ₹8,131.00
Original price ₹8,131.00
Original price ₹8,131.00
(-35%)
₹5,286.00
Current price ₹5,286.00

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Book cover type: Paperback
  • ISBN13: 9781441921437
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 312
  • Original Price: EUR 71.95
  • Language: English
  • Edition: N/A
  • Item Weight: 491 grams
  • BISAC Subject(s): Applied, Probability & Statistics / General, and Robotics

Linear stochastic systems are successfully used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manuafacturing, finance and economy. This monograph presents a useful methodology for the control of such stochastic systems, with both multiplicative white noise and Markovian jumping. An important feature is the inclusion of the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations. The systematic style of presentation leads the reader in a natural way to the original results. This unique monograph is geared to researchers and graduate students in advanced control engineering, mathematical systems theory and finance, numerical analysis. It is also accessible to undergraduate students with a fundamental knowledge of the theory of stochastic systems.

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