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1、MathematicalMethodsinRobustControlofDiscrete-TimeLinearStochasticSystemsMathematicalMethodsinRobustControlofDiscrete-TimeLinearStochasticSystemsVasileDraganBucharest,RomaniaToaderMorozanBucharest,RomaniaAdrian-MihailStoicaBucharest,RomaniaVasileDraganToaderMorozanInstituteofMa
2、thematics“SimionInstituteofMathematics“SimionStoilow”oftheRomanianAcademyStoilow”oftheRomanianAcademy010145Bucuresti1010145Bucuresti1RomaniaRomaniavdragan@rdslink.rotoader.morozan@imar.roAdrian-MihailStoicaFacultyofAerospaceEngineeringUniversity“Politehnica”ofBucharestPolizu10
3、11061BucurestiRomaniaISBN978-1-4419-0629-8e-ISBN978-1-4419-0630-4DOI10.1007/978-1-4419-0630-4SpringerNewYorkDordrechtHeidelbergLondonLibraryofCongressControlNumber:2009940257MathematicsSubjectClassification(2000):60Gxx,60Hxx,60Jxx,49Kxx,65Fxx,65Pxx©SpringerScience+BusinessMedi
4、a,LLC2010Allrightsreserved.Thisworkmaynotbetranslatedorcopiedinwholeorinpartwithoutthewrittenpermissionofthepublisher(SpringerScience+BusinessMediaLLC,233SpringStreet,NewYork,NY10013,U.S.A.),exceptforbriefexcerptsinconnectionwithreviewsorscholarlyanalysis.Useinconnectionwithan
5、yformofinformationstorageandretrieval,electronicadaptation,computersoftware,orbysimilarordissimilarmethodologynowknownorhereafterdevelopedisforbidden.Theuseinthispublicationoftradenames,trademarks,servicemarksandsimilarterms,eveniftheyarenotidentifiedassuch,isnottobetakenasane
6、xpressionofopinionastowhetherornottheyaresubjecttoproprietaryrights.Printedonacid-freepaperSpringerispartofSpringer+BusinessMedia(www.springer.com)PrefaceThismonographcontainsrecentdevelopmentsinthecontroltheoryoflineardiscrete-timestochasticsystemssubjectbothtomultiplicativew
7、hitenoiseandtoMarkovianjumping.Itprovidessolutionsforvarioustheoreticalandpracticalaspectsinconnectionwiththisclassofstochasticsystemsinclud-ing:stabilityanalysis,optimalcontrol,robuststabilization,estimationandfiltering,specificnumericalalgorithms,andcomputationalprocedures.Int
8、erestinthetopicsofthebookwasgeneratednotonlybecausetheconside
