| 000 | 03471nam a22003975i 4500 | ||
|---|---|---|---|
| 001 | 277694 | ||
| 003 | MX-SnUAN | ||
| 005 | 20170705134159.0 | ||
| 007 | cr nn 008mamaa | ||
| 008 | 150903s2006 xxu| o |||| 0|eng d | ||
| 020 |
_a9780387359243 _99780387359243 |
||
| 024 | 7 |
_a10.1007/9780387359243 _2doi |
|
| 035 | _avtls000331261 | ||
| 039 | 9 |
_a201509030430 _bVLOAD _c201404121812 _dVLOAD _c201404091543 _dVLOAD _c201401311408 _dstaff _y201401301205 _zstaff |
|
| 040 |
_aMX-SnUAN _bspa _cMX-SnUAN _erda |
||
| 050 | 4 | _aQ295 | |
| 100 | 1 |
_aDragan, Vasile. _eautor _9300693 |
|
| 245 | 1 | 0 |
_aMathematical Methods in Robust Control of Linear Stochastic Systems / _cby Vasile Dragan, Toader Morozan, Adrian-Mihail Stoica. |
| 264 | 1 |
_aNew York, NY : _bSpringer New York, _c2006. |
|
| 300 |
_axI, 312 páginas, _brecurso en línea. |
||
| 336 |
_atexto _btxt _2rdacontent |
||
| 337 |
_acomputadora _bc _2rdamedia |
||
| 338 |
_arecurso en línea _bcr _2rdacarrier |
||
| 347 |
_aarchivo de texto _bPDF _2rda |
||
| 490 | 0 |
_aMathematical Concepts and Methods in Science and Engineering ; _v50 |
|
| 500 | _aSpringer eBooks | ||
| 505 | 0 | _aPreliminaries to Probability Theory and Stochastic Differential Equations -- Exponential Stability and Lyapunov-Type Linear Equations -- Structural Properties of Linear Stochastic Systems -- The Riccati Equations of Stochastic Control -- Linear Quadratic Control Problem for Linear Stochastic Systems -- Stochastic Version of the Bounded Real Lemma and Applications -- Robust Stabilization of Linear Stochastic Systems. | |
| 520 | _aLinear stochastic systems are successfully used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. This monograph presents a useful methodology for the control of such stochastic systems with a focus on robust stabilization in the mean square, linear quadratic control, the disturbance attenuation problem, and robust stabilization with respect to dynamic and parametric uncertainty. Systems with both multiplicative white noise and Markovian jumping are covered. Key Features: -Covers the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations -Includes detailed treatment of the fundamental properties of stochastic systems subjected both to multiplicative white noise and to jump Markovian perturbations -Systematic presentation leads the reader in a natural way to the original results -New theoretical results accompanied by detailed numerical examples -Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations. The unique 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. | ||
| 590 | _aPara consulta fuera de la UANL se requiere clave de acceso remoto. | ||
| 700 | 1 |
_aMorozan, Toader. _eautor _9300694 |
|
| 700 | 1 |
_aStoica, Adrian-Mihail. _eautor _9300695 |
|
| 710 | 2 |
_aSpringerLink (Servicio en línea) _9299170 |
|
| 776 | 0 | 8 |
_iEdición impresa: _z9780387305233 |
| 856 | 4 | 0 |
_uhttp://remoto.dgb.uanl.mx/login?url=http://dx.doi.org/10.1007/978-0-387-35924-3 _zConectar a Springer E-Books (Para consulta externa se requiere previa autentificación en Biblioteca Digital UANL) |
| 942 | _c14 | ||
| 999 |
_c277694 _d277694 |
||