Continuous-Time Markov Jump Linear Systems [electronic resource] / by Oswaldo L.V. Costa, Marcelo D. Fragoso, Marcos G. Todorov.
Record details
- ISBN: 9783642341007
- Physical Description: XII, 286 p. 17 illus., 9 illus. in color. online resource.
- Publisher: Berlin, Heidelberg : Springer Berlin Heidelberg : 2013.
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Electronic resources
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.â- Notation and Conventions | ||
Index.. |