From the reviews:
“This monograph deals with the control theory of linear discrete-time stochastic systems subject to multiplicative white noise and to Markov jumping, as arising in many engineering areas, such as communications, fault detection and isolation, robust control, stochastic filtering navigation as wells as in finance, economics and biology. ... The theoretical developments are illustrated by several examples. ... The book is suitable for advanced courses in robust control of discrete-time stochastic systems, where a good knowledge of probability theory and linear control systems is needed.” (Kurt Marti, Zentralblatt MATH, Vol. 1183, 2010)
“The book is dedicated to control theory of linear discrete-time stochastic systems perturbed by both multiplicative white noise and Markov jumps. ... The book is recommended to graduate students and researchers in the field of applied mathematics and stochastic control.” (Pavel Pakshin, Mathematical Reviews, Issue 2011 d)
This book provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps. These subjects are typically covered independently.
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Condición: New. Dieser Artikel ist ein Print on Demand Artikel und wird nach Ihrer Bestellung fuer Sie gedruckt. 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 literatureCovers preliminary material on pr. Nº de ref. del artículo: 11466687
Cantidad disponible: Más de 20 disponibles
Librería: BuchWeltWeit Ludwig Meier e.K., Bergisch Gladbach, Alemania
Taschenbuch. Condición: 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. Nº de ref. del artículo: 9781489984470
Cantidad disponible: 2 disponibles
Librería: AHA-BUCH GmbH, Einbeck, Alemania
Taschenbuch. Condición: Neu. Druck auf Anfrage Neuware - Printed after ordering - 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. Nº de ref. del artículo: 9781489984470
Cantidad disponible: 1 disponibles
Librería: Revaluation Books, Exeter, Reino Unido
Paperback. Condición: Brand New. 356 pages. 9.25x6.10x0.81 inches. In Stock. Nº de ref. del artículo: 148998447X
Cantidad disponible: 1 disponibles
Librería: Majestic Books, Hounslow, Reino Unido
Condición: New. Print on Demand pp. 356. Nº de ref. del artículo: 356174771
Cantidad disponible: 4 disponibles
Librería: Biblios, Frankfurt am main, HESSE, Alemania
Condición: New. Nº de ref. del artículo: 18357397606
Cantidad disponible: 4 disponibles
Librería: Mispah books, Redhill, SURRE, Reino Unido
Paperback. Condición: Like New. Like New. book. Nº de ref. del artículo: ERICA800148998447X6
Cantidad disponible: 1 disponibles