Mathematical Methods in Robust Control of Linear Stochastic Systems
Vasile Dragan
Sold by buchversandmimpf2000, Emtmannsberg, BAYE, Germany
AbeBooks Seller since 23 January 2017
New - Soft cover
Condition: New
Quantity: 2 available
Add to basketSold by buchversandmimpf2000, Emtmannsberg, BAYE, Germany
AbeBooks Seller since 23 January 2017
Condition: New
Quantity: 2 available
Add to basketNeuware -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 GmbH, Tiergartenstr. 17, 69121 Heidelberg 460 pp. Englisch.
Seller Inventory # 9781493938704
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 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)
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 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)
"About this title" may belong to another edition of this title.
Widerrufsbelehrung/ Muster-Widerrufsformular/
Allgemeine Geschäftsbedingungen und Kundeninformationen/ Datenschutzerklärung
Widerrufsrecht für Verbraucher
(Verbraucher ist jede natürliche Person, die ein Rechtsgeschäft zu Zwecken abschließt, die überwiegend weder ihrer gewerblichen noch ihrer selbstständigen beruflichen Tätigkeit zugerechnet werden können.)
Widerrufsbelehrung
Widerrufsrecht
Sie haben das Recht, binnen 14 Tagen ohne Angabe von Gründen diesen Vertrag zu widerrufen.
Die Widerrufsfr...
If you are a consumer you can cancel the contract in accordance with the following. Consumer means any natural person who is acting for purposes which are outside his trade, business, craft or profession.
INFORMATION REGARDING THE RIGHT OF CANCELLATION
Statutory Right to cancel
You have the right to cancel this contract within 14 days without giving any reason.
The cancellation period will expire after 14 days from the day on which you acquire, or a third party other than the carrier and indicated by you acquires, physical possession of the the last good or the last lot or piece.
To exercise the right to cancel, you must inform us, buchversandmimpf2000, Oberölschnitz 16, 95517, Emtmannsberg, BAYE, DEU, DEU 09209-2023188, of your decision to cancel this contract by a clear statement (e.g. a letter sent by post, fax or e-mail). You may use the attached model cancellation form, but it is not obligatory. You can also electronically fill in and submit a clear statement on our website, under "My Purchases" in "My Account". If you use this option, we will communicate to you an acknowledgement of receipt of such a cancellation on a durable medium (e.g. by e-mail) without delay.
To meet the cancellation deadline, it is sufficient for you to send your communication concerning your exercise of the right to cancel before the cancellation period has expired.
Effects of cancellation
If you cancel this contract, we will reimburse to you all payments received from you, including the costs of delivery (except for the supplementary costs arising if you chose a type of delivery other than the least expensive type of standard delivery offered by us).
We may make a deduction from the reimbursement for loss in value of any goods supplied, if the loss is the result of unnecessary handling by you.
We will make the reimbursement without undue delay, and not later than 14 days after the day on which we are informed about your decision to cancel with contract.
We will make the reimbursement using the same means of payment as you used for the initial transaction, unless you have expressly agreed otherwise; in any event, you will not incur any fees as a result of such reimbursement.
We may withhold reimbursement until we have received the goods back or you have supplied evidence of having sent back the goods, whichever is the earliest.
You shall send back the goods or hand them over to us or buchversandmimpf2000, Oberölschnitz 16, 95517, Emtmannsberg, BAYE, DEU, 49 09209-2023188, without undue delay and in any event not later than 14 days from the day on which you communicate your cancellation from this contract to us. The deadline is met if you send back the goods before the period of 14 days has expired. You will have to bear the direct cost of returning the goods. You are only liable for any diminished value of the goods resulting from the handling other than what is necessary to establish the nature, characteristics and functioning of the goods.
Exceptions to the right of cancellation
The right of cancellation does not apply to:
Model withdrawal form
(complete and return this form only if you wish to withdraw from the contract)
To: (buchversandmimpf2000, Oberölschnitz 16, 95517, Emtmannsberg, BAYE, Germany, 49 09209-2023188)
I/We (*) hereby give notice that I/We (*) withdraw from my/our (*) contract of sale of the following goods (*)/for the provision of the following goods (*)/for the provision of the following service (*),
Ordered on (*)/received on (*)
Name of consumer(s)
Address of consumer(s)
Signature of consumer(s) (only if this form is notified on paper)
Date
* Delete as appropriate.
Soweit in der Artikelbeschreibung keine andere Frist angegeben ist, erfolgt die Lieferung der Ware innerhalb von 3-5 Werktagen nach Vertragsschluss, bei Vorauszahlung erst nach Eingang des vollständigen Kaufpreises und der Versandkosten. Alle Preise inkl. MwSt.
| Order quantity | 60 to 60 business days | 60 to 60 business days |
|---|---|---|
| First item | £ 52.73 | £ 65.92 |
Delivery times are set by sellers and vary by carrier and location. Orders passing through Customs may face delays and buyers are responsible for any associated duties or fees. Sellers may contact you regarding additional charges to cover any increased costs to ship your items.