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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Mathematical Methods in Robust Control of Linear Stochastic Systems

Mathematical Methods in Robust Control of Linear Stochastic Systems

Dragan, Vasile
Morozan, Toader
Stoica, Adrian-Mihail

Paperback

Series: Mathematical Concepts and Methods in Science and Engineering, Book 50

Technology & EngineeringGeneral MathematicsProbability & Statistics

ISBN10: 1441921435
ISBN13: 9781441921437
Publisher: Springer Nature
Published: Nov 23 2010
Pages: 312
Weight: 1.01
Height: 0.68 Width: 6.14 Depth: 9.21
Language: English

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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