Mathematical methods in robust control of linear stochastic systems.
From MaRDI portal
Publication:2509133
DOI10.1007/978-0-387-35924-3zbMath1101.93002MaRDI 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
optimal control; robust control; stochastic differential equations; filtering; Riccati equation; stochastic stabilization
93-02: Research exposition (monographs, survey articles) pertaining to systems and control theory
34F05: Ordinary differential equations and systems with randomness
93E03: Stochastic systems in control theory (general)
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