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Mathematical Methods in Robust Control of Linear Stochastic Systems

Mathematical Methods in Robust Control of Linear Stochastic Systems

Mathematical Methods in Robust Control of Linear Stochastic Systems
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Mathematical Methods in Robust Control of Linear Stochastic Systems Hardback - - 1st Edition

by Adrian-Mihail Stoica Toader Morozan Vasile Dragan

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Springer , pp. xii + 312 1st Edition . Hardback. New.
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Linear stochastic systems are used to provide mathematical models. This monograph presents a methodology for the control of such stochastic systems, with both multiplicative white noise and Markovian jumping. It is useful for students and researchers in advanced control engineering, mathematical systems theory and finance, numerical analysis.
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