Mathematical methods robust control von dragan vasile (38 Ergebnisse)

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Zustand: Good. Volume 50. This is an ex-library book and may have the usual library/used-book markings inside.This book has hardback covers. In good all round condition. Please note the Image in this listing is a stock photo and may not match the covers of the actual item,750grams, ISBN:9780387305233. …

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Zustand: New. Brand New! Fast Delivery This is an International Edition and ship within 24-48 hours. Deliver by FedEx and Dhl, & Aramex, UPS, & USPS and we do accept APO and PO BOX Addresses. Order can be delivered worldwide within 6-10 days and we do have flat rate for up to 2LB. Extra shipping charges will be requested if the Book weight is more than 5 LB. This Item May be shipped from India, United states & United Kingdom. Depending on your location and availability.…

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Paperback. Zustand: Brand New. 2nd reprint edition. 457 pages. 9.25x6.10x1.04 inches. In Stock.

Taschenbuch. Zustand: Neu. Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems | Vasile Dragan (u. a.) | Taschenbuch | x | Englisch | 2014 | Springer | EAN 9781489984470 | Verantwortliche Person für die EU: Springer Verlag GmbH, Tiergartenstr. 17, 69121 Heidelberg, juergen[dot]hartmann[at]springer[dot]com | Anbieter: preigu. …

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Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This second edition of Mathematical Methods in the Robust Control of Linear Stochastic Systems includes a large number of recent results in the control of linear stochastic systems. More specifically, the new results presented are: - A unified and abstract framework for Riccati type equations arising in the stochastic control- Stability and control problems for systems perturbed by homogeneous Markov processes with infinite number of states- Mixed H2 / H control problem and numerical procedures- 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- Kalman filtering for stochastic systems subject both to state dependent noise and Markovian jumps- H reduced order filters for stochastic systems The book will appeal to graduate students, researchers in advanced control engineering, finance, mathematical systems theory, applied probability and stochastic processes, and numerical analysis.From Reviews of the First Edition: 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. (George Yin, Mathematical Reviews, Issue 2007 m)This 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 disturbance attenuation. . 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.(Zoran Gajic, SIAM Review, Vol. 49 (3), 2007) 460 pp. Englisch.…

Buch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -This second edition of Mathematical Methods in the Robust Control of Linear Stochastic Systems includes a large number of recent results in the control of linear stochastic systems. More specifically, the new results presented are: - A unified and abstract framework for Riccati type equations arising in the stochastic control- Stability and control problems for systems perturbed by homogeneous Markov processes with infinite number of states- Mixed H2 / H control problem and numerical procedures- 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- Kalman filtering for stochastic systems subject both to state dependent noise and Markovian jumps- H reduced order filters for stochastic systems The book will appeal to graduate students, researchers in advanced control engineering, finance, mathematical systems theory, applied probability and stochastic processes, and numerical analysis.From Reviews of the First Edition: 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. (George Yin, Mathematical Reviews, Issue 2007 m)This 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 disturbance attenuation. . 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.(Zoran Gajic, SIAM Review, Vol. 49 (3), 2007) 460 pp. Englisch.…

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Zustand: New. PRINT ON DEMAND pp. 460.

Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Updates the previous edition to include recent results in robust control of linear stochastic systemsPresents the treatment of the fundamental properties of stochastic systems subjected both to multiplicative white noise and to jump Markovian pert.…

Gebunden. Zustand: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. Updates the previous edition to include recent results in robust control of linear stochastic systemsPresents the treatment of the fundamental properties of stochastic systems subjected both to multiplicative white noise and to jump Markovian pert.…

Buch. Zustand: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This second edition of Mathematical Methods in the Robust Control of Linear Stochastic Systems includes a large number of recent results in the control of linear stochastic systems. More specifically, the new results presented are: A unified and abstract framework for Riccati type equations arising in the stochastic control Stability and control problems for systems perturbed by homogeneous Markov processes with infinite number of states MixedH2 / H¿control problem and numerical procedures 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 Kalman filtering for stochastic systems subject both to state dependent noise and Markovian jumps H¿reduced order filters for stochastic systemsThe book will appeal to graduate students, researchers in advanced control engineering, finance, mathematical systems theory, applied probability and stochastic processes, and numerical analysis.From Reviews of the First Edition: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.(George Yin, Mathematical Reviews, Issue 2007 m)This 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.(Zoran Gajic, SIAM Review, Vol. 49 (3), 2007)Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 460 pp. Englisch.…

Taschenbuch. Zustand: Neu. This item is printed on demand - Print on Demand Titel. Neuware -This second edition of Mathematical Methods in the Robust Control of Linear Stochastic Systems includes a large number of recent results in the control of linear stochastic systems. More specifically, the new results presented are: A unified and abstract framework for Riccati type equations arising in the stochastic control Stability and control problems for systems perturbed by homogeneous Markov processes with infinite number of states MixedH2 / H¿control problem and numerical procedures 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 Kalman filtering for stochastic systems subject both to state dependent noise and Markovian jumps H¿reduced order filters for stochastic systemsThe book will appeal to graduate students, researchers in advanced control engineering, finance, mathematical systems theory, applied probability and stochastic processes, and numerical analysis.From Reviews of the First Edition: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.(George Yin, Mathematical Reviews, Issue 2007 m)This 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.(Zoran Gajic, SIAM Review, Vol. 49 (3), 2007)Springer-Verlag KG, Sachsenplatz 4-6, 1201 Wien 460 pp. Englisch.…

Zustand: new. Questo è un articolo print on demand.

Taschenbuch. Zustand: Neu. This item is printed on demand - it takes 3-4 days longer - Neuware -In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are widely used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. The theory is a continuation of the authors' work presented in their previous book entitled 'Mathematical Methods in Robust Control of Linear Stochastic Systems' published by Springer in 2006.Key features:- Provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps which are usually treated separately in the control literature;- Covers preliminary material on probability theory, independent random variables, conditional expectation and Markov chains;- Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations;- Leads the reader in a natural way to the original results through a systematic presentation;- Presents new theoretical resultswith detailed numerical examples.The monograph is geared to researchers and graduate students in advanced control engineering, applied mathematics, mathematical systems theory and finance. It is also accessible to undergraduate students with a fundamental knowledge in the theory of stochastic systems. 356 pp. Englisch.…