By Vasile Dragan,Toader Morozan,Adrian-Mihail Stoica
In this monograph the authors advance a idea for the powerful keep an eye on of discrete-time stochastic structures, subjected to either self sufficient random perturbations and to Markov chains. Such structures are primary to supply mathematical versions for genuine strategies in fields equivalent to aerospace engineering, communications, production, finance and economic system. the idea is a continuation of the authors’ paintings offered of their earlier booklet entitled "Mathematical equipment in strong regulate of Linear Stochastic platforms" released by way of Springer in 2006.
- offers a typical unifying framework for discrete-time stochastic structures corrupted with either self sustaining random perturbations and with Markovian jumps that are frequently taken care of individually within the regulate literature;
- Covers initial fabric on likelihood idea, autonomous random variables, conditional expectation and Markov chains;
- Proposes new numerical algorithms to resolve coupled matrix algebraic Riccati equations;
- Leads the reader in a traditional technique to the unique effects via a scientific presentation;
- offers new theoretical results with specific numerical examples.
The monograph is geared to researchers and graduate scholars in complex regulate engineering, utilized arithmetic, mathematical structures idea and finance. it's also obtainable to undergraduate scholars with a basic wisdom within the idea of stochastic systems.
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