By Vasile Dragan,Toader Morozan,Adrian-Mihail Stoica
In this monograph the authors boost a thought for the strong keep watch over of discrete-time stochastic structures, subjected to either autonomous random perturbations and to Markov chains. Such platforms are everyday to supply mathematical types for genuine methods in fields resembling aerospace engineering, communications, production, finance and economic climate. the idea is a continuation of the authors’ paintings offered of their earlier publication entitled "Mathematical tools in strong keep an eye on of Linear Stochastic platforms" released by way of Springer in 2006.
- presents a typical unifying framework for discrete-time stochastic platforms corrupted with either self sufficient random perturbations and with Markovian jumps that are frequently handled individually within the regulate literature;
- Covers initial fabric on chance concept, self sufficient random variables, conditional expectation and Markov chains;
- Proposes new numerical algorithms to unravel coupled matrix algebraic Riccati equations;
- Leads the reader in a normal strategy to the unique effects via a scientific presentation;
- offers new theoretical results with targeted numerical examples.
The monograph is geared to researchers and graduate scholars in complicated keep watch over engineering, utilized arithmetic, mathematical structures concept and finance. it's also available to undergraduate scholars with a primary wisdom within the idea of stochastic systems.
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