Mathematical Methods in Robust Control of Linear Stochastic Systems

by Toader Morozan, Adrian-Mihail Stoica, Vasile Dragan

Book Overview

The book covers the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations. It includes detailed treatment of the fundamental properties of stochastic systems subjected both to multiplicative white noise and to jump Markovian perturbations. Systematic presentation leads the reader in a natural way to the original results. New theoretical results accompanied by detailed...

• Format: Paperback
• Language: English
• ISBN: 1441921435
• ISBN13: 9781441921437
• Release Date: November 2010
• Publisher: Springer
• Length: 312 Pages
• Weight: 1.01 lbs.
• Dimensions: 0.7" x 6.1" x 9.2"