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.
Search for related items by subject
Search for related items by series
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.. |