Übersicht			Auf mobile öffnen

Lieferstatus:	i.d.R. innert 5-10 Tagen versandfertig
Veröffentlichung:	November 2010
Genre:	Schulbücher
	Communication / ControlEngineering / numericalanalysis / Numerische Mathematik / Probabilitytheory / RobustControl / Stability / Stochasticprocess / stochasticprocesses / Stochastik / systemstheory / Wahrscheinlichkeitsrechnung und Statistik mehr...
ISBN:	9781441921437
EAN-Code:	9781441921437
Verlag:	Springer
Einband:	Kartoniert
Sprache:	English
Serie:	#50 - Mathematical Concepts and Methods in Science and Engineering
Dimensionen:	H 235 mm / B 155 mm / D 18 mm
Gewicht:	493 gr
Seiten:	324
Bewertung:	Titel bewerten / Meinung schreiben

Inhalt:

Linear stochastic systems are successfully used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manuafacturing, finance and economy. This monograph presents a useful methodology for the control of such stochastic systems, with both multiplicative white noise and Markovian jumping. An important feature is the inclusion of the necessary pre-requisites from probability theory, stochastic processes, stochastic integrals and stochastic differential equations. The systematic style of presentation leads the reader in a natural way to the original results. This unique monograph is geared to researchers and graduate students in advanced control engineering, mathematical systems theory and finance, numerical analysis. It is also accessible to undergraduate students with a fundamental knowledge of the theory of stochastic systems.