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| 005 - DATE AND TIME OF LATEST TRANSACTION |
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20140310151450.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION |
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| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION |
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131004s2013 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER |
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| International Standard Book Number |
9781461486633 |
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978-1-4614-8663-3 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER |
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| Classification number |
Q295 |
|
|---|
| Classification number |
QA402.3-402.37 |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER |
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| Classification number |
519 |
| Edition number |
23 |
| 264 #1 - |
|---|
| -- |
New York, NY : |
| -- |
Springer New York : |
| -- |
Imprint: Springer, |
| -- |
2013. |
| 912 ## - |
|---|
| -- |
ZDB-2-SMA |
| 100 1# - MAIN ENTRY--PERSONAL NAME |
|---|
| Personal name |
Dragan, Vasile. |
| Relator term |
author. |
| 245 10 - IMMEDIATE SOURCE OF ACQUISITION NOTE |
|---|
| Title |
Mathematical Methods in Robust Control of Linear Stochastic Systems |
| Medium |
[electronic resource] / |
| Statement of responsibility, etc |
by Vasile Dragan, Toader Morozan, Adrian-Mihail Stoica. |
| 250 ## - EDITION STATEMENT |
|---|
| Edition statement |
2nd ed. 2013. |
| 300 ## - PHYSICAL DESCRIPTION |
|---|
| Extent |
XV, 442 p. 10 illus., 8 illus. in color. |
| Other physical details |
online resource. |
| 505 0# - FORMATTED CONTENTS NOTE |
|---|
| Formatted contents note |
Preliminaries to Probability Theory and Stochastic Differential Equations -- Linear Differential Equations with Positive Evolution on Ordered Banach Spaces -- Exponential Stability in Mean Square -- Structural Properties of Linear Stochastic Systems -- A Class of Nonlinear Differential Equations on an Ordered Linear Space of Symmetric Matrices with Applications to Riccati Differential Equations of Stochastic Control -- Linear Quadratic Optimization Problems for Linear Stochastic Systems -- Stochastic H2 Optimal Control -- Stochastic Version of the Bounded Real Lemma and Applications -- Robust Stabilization of Linear Stochastic Systems. |
| 520 ## - SUMMARY, ETC. |
|---|
| Summary, etc |
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) |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM |
|---|
| Topical term or geographic name as entry element |
Mathematics. |
|
|---|
| Topical term or geographic name as entry element |
Systems theory. |
|
|---|
| Topical term or geographic name as entry element |
Distribution (Probability theory). |
|
|---|
| Topical term or geographic name as entry element |
Mathematics. |
|
|---|
| Topical term or geographic name as entry element |
Systems Theory, Control. |
|
|---|
| Topical term or geographic name as entry element |
Probability Theory and Stochastic Processes. |
| 700 1# - ADDED ENTRY--PERSONAL NAME |
|---|
| Personal name |
Morozan, Toader. |
| Relator term |
author. |
|
|---|
| Personal name |
Stoica, Adrian-Mihail. |
| Relator term |
author. |
| 710 2# - ADDED ENTRY--CORPORATE NAME |
|---|
| Corporate name or jurisdiction name as entry element |
SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY |
|---|
| Title |
Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY |
|---|
| Display text |
Printed edition: |
| International Standard Book Number |
9781461486626 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS |
|---|
| Uniform Resource Identifier |
http://dx.doi.org/10.1007/978-1-4614-8663-3 |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) |
|---|
| Source of classification or shelving scheme |
|
| Item type |
E-Book |
