Continuous-Time Markov Jump Linear Systems

It has been widely recognized nowadays the importance of introducing mathematical models that take into account possible sudden changes in the dynamical behavior of  high-integrity systems or a safety-critical system. Such systems can be found in aircraft control, nuclear power stations, robotic man...

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Detalhes bibliográficos
Main Authors: Costa, Oswaldo Luiz do Valle. (Author, http://id.loc.gov/vocabulary/relators/aut), Fragoso, Marcelo D. (http://id.loc.gov/vocabulary/relators/aut), Todorov, Marcos G. (http://id.loc.gov/vocabulary/relators/aut)
Autor Corporativo: SpringerLink (Online service)
Formato: Recurso Electrónico livro electrónico
Idioma:English
Publicado em: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Edição:1st ed. 2013.
Colecção:Probability and Its Applications,
Assuntos:
Acesso em linha:https://doi.org/10.1007/978-3-642-34100-7
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Sumário:
  • 1.Introduction
  • 2.A Few Tools and Notations
  • 3.Mean Square Stability
  • 4.Quadratic Optimal Control with Complete Observations
  • 5.H2 Optimal Control With Complete Observations
  • 6.Quadratic and H2 Optimal Control with Partial Observations
  • 7.Best Linear Filter with Unknown (x(t), θ(t))
  • 8.H_$infty$ Control
  • 9.Design Techniques
  • 10.Some Numerical Examples
  • A.Coupled Differential and Algebraic Riccati Equations
  • B.The Adjoint Operator and Some Auxiliary Results
  • References. - Notation and Conventions
  • Index.