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Continuous-Time Markov Jump Linear Systems Cover Image E-book E-book

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.
Subject: Mathematics.
Differentiable dynamical systems.
Operator theory.
Systems theory.
Distribution (Probability theory).
Mathematics.
Probability Theory and Stochastic Processes.
Systems Theory, Control.
Dynamical Systems and Ergodic Theory.
Operator Theory.

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.​- Notation and Conventions
Index.

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