{"product_id":"9781493938704","title":"Mathematical Methods in Robust Control of Linear Stochastic Systems","description":"\u003ch1\u003eMathematical Methods in Robust Control of Linear Stochastic Systems\u003c\/h1\u003e \u003ch2\u003eDragan, Vasile; Morozan, Toader; Stoica, Adrian-Mihail\u003c\/h2\u003e \u003cp\u003e\u003c\/p\u003e\u003cp\u003eThis second edition of \u003ci\u003eMathematical Methods in the Robust Control of Linear Stochastic Systems\u003c\/i\u003e includes a large number of recent results in the control of linear stochastic systems. More specifically, the new results presented are:\u003c\/p\u003e\u003cp\u003e - A unified and abstract framework for Riccati type equations arising in the stochastic control\u003c\/p\u003e\u003cp\u003e- Stability and control problems for systems perturbed by homogeneous Markov processes with infinite number of states\u003c\/p\u003e\u003cp\u003e- Mixed \u003ci\u003eH\u003c\/i\u003e\u003csub\u003e2\u003ci\u003e \u003c\/i\u003e\u003c\/sub\u003e\/ \u003ci\u003eH\u003c\/i\u003e\u003csub\u003e∞\u003c\/sub\u003e control problem and numerical procedures\u003c\/p\u003e\u003cp\u003e- Linear differential equations with positive evolution on ordered Banach spaces with applications for stochastic systems including both multiplicative white noise and Markovian jumps represented by a Markov chain with countable infinite set of states\u003c\/p\u003e\u003cp\u003e-  Kalman filtering for stochastic systems subject both to state dependent noise and Markovian jumps\u003c\/p\u003e\u003cp\u003e-  \u003ci\u003eH\u003c\/i\u003e\u003csub\u003e∞\u003c\/sub\u003e reduced order filters for stochastic systems\u003c\/p\u003e\u003cp\u003e The book will appeal to graduate students, researchers in advanced control engineering, finance, mathematical systems theory, applied probability and stochastic processes, and numerical analysis.\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003eFrom Reviews of the First Edition:\u003c\/p\u003e\u003cp\u003e This book is concerned with robust control of stochastic systems. One of the main features is its coverage of jump Markovian systems. … Overall, this book presents results taking into consideration both white noise and Markov chain perturbations. It is clearly written and should be useful for people working in applied mathematics and in control and systems theory. The references cited provide further reading sources.\u003c\/p\u003e\u003cp\u003e (George Yin, Mathematical Reviews, Issue 2007 m)\u003c\/p\u003e\u003cp\u003eThis book considers linear time varying stochastic systems, subjected to white noise disturbances and system parameter Markovian jumping, in the context of optimal control … robust stabilization, and disturbanceattenuation. … The material presented in the book is organized in seven chapters. … The book is very well written and organized. … is a valuable reference for all researchers and graduate students in applied mathematics and control engineering interested in linear stochastic time varying control systems with Markovian parameter jumping and white noise disturbances.\u003c\/p\u003e\u003cp\u003e(Zoran Gajic, SIAM Review, Vol. 49 (3), 2007)\u003c\/p\u003e \u003ch3\u003eDetails\u003c\/h3\u003e \u003cp\u003ePublished by: Springer\u003c\/p\u003e \u003cp\u003ePublication Date: 2016-08-23\u003c\/p\u003e \u003cp\u003eFormat: Paperback\u003c\/p\u003e \u003cp\u003eISBN-13: 9781493938704\u003c\/p\u003e \u003cp\u003eDOI: 10.1007\/978-1-4614-8663-3\u003c\/p\u003e \u003cp\u003eDimensions: 235cm x155cm\u003c\/p\u003e \u003cp\u003ePages: 442\u003c\/p\u003e ","brand":"Springer New York","offers":[{"title":"Default Title","offer_id":46547941359756,"sku":"9781493938704","price":49.49,"currency_code":"USD","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0710\/9545\/1788\/files\/9781493938704.jpg?v=1775965623","url":"https:\/\/fh90cf-fv.myshopify.com\/products\/9781493938704","provider":"Late Knight Books and Services, LLC","version":"1.0","type":"link"}