Mathematical methods in robust control of linear stochastic systems.

DOI10.1007/978-0-387-35924-3zbMath1101.93002OpenAlexW1530564675MaRDI QIDQ2509133

Toader Morozan, Adrian-Mihail Stoica, Vasile Dragan

Publication date: 18 October 2006

Published in: Mathematical Concepts and Methods in Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-0-387-35924-3

zbMATH Keywords

optimal controlrobust controlstochastic differential equationsfilteringRiccati equationstochastic stabilization

Mathematics Subject Classification ID

Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02) Ordinary differential equations and systems with randomness (34F05) Stochastic systems in control theory (general) (93E03)

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