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1、MathematicalMethodsinRobustControlofDiscrete-TimeLinearStochasticSystemsMathematicalMethodsinRobustControlofDiscrete-TimeLinearStochasticSystemsVasileDraganBucharest,RomaniaToaderMorozanBucharest,RomaniaAdrian-MihailStoicaBucharest,RomaniaVasileDraganToaderMorozanInstituteofMathematics“S
2、imionInstituteofMathematics“SimionStoilow”oftheRomanianAcademyStoilow”oftheRomanianAcademy010145Bucuresti1010145Bucuresti1RomaniaRomaniavdragan@rdslink.rotoader.morozan@imar.roAdrian-MihailStoicaFacultyofAerospaceEngineeringUniversity“Politehnica”ofBucharestPolizu1011061BucurestiRomaniaI
3、SBN978-1-4419-0629-8e-ISBN978-1-4419-0630-4DOI10.1007/978-1-4419-0630-4SpringerNewYorkDordrechtHeidelbergLondonLibraryofCongressControlNumber:2009940257MathematicsSubjectClassification(2000):60Gxx,60Hxx,60Jxx,49Kxx,65Fxx,65Pxx©SpringerScience+BusinessMedia,LLC2010Allrightsreserved.Thiswo
4、rkmaynotbetranslatedorcopiedinwholeorinpartwithoutthewrittenpermissionofthepublisher(SpringerScience+BusinessMediaLLC,233SpringStreet,NewYork,NY10013,U.S.A.),exceptforbriefexcerptsinconnectionwithreviewsorscholarlyanalysis.Useinconnectionwithanyformofinformationstorageandretrieval,electr
5、onicadaptation,computersoftware,orbysimilarordissimilarmethodologynowknownorhereafterdevelopedisforbidden.Theuseinthispublicationoftradenames,trademarks,servicemarksandsimilarterms,eveniftheyarenotidentifiedassuch,isnottobetakenasanexpressionofopinionastowhetherornottheyaresubjecttopropr
6、ietaryrights.Printedonacid-freepaperSpringerispartofSpringer+BusinessMedia(www.springer.com)PrefaceThismonographcontainsrecentdevelopmentsinthecontroltheoryoflineardiscrete-timestochasticsystemssubjectbothtomultiplicativewhitenoiseandtoMarkovianjumping.Itprovidessolutionsforvarioustheore
7、ticalandpracticalaspectsinconnectionwiththisclassofstochasticsystemsinclud-ing:stabilityanalysis,optimalcontrol,robuststabilization,estimationandfiltering,specificnumericalalgorithms,andcomputationalprocedures.Interestinthetopicsofthebookwasgeneratednotonlybecausetheconside
