Discrete-Time Markov Jump Linear Systems
Safety critical and high-integrity systems, such as industrial plants and economic systems, can be subject to abrupt changes - for instance, due to component or interconnection failure, sudden environment changes, etc. Combining probability and operator theory, Discrete-Time Markov Jump Linear Syste...
Clasificación: | Libro Electrónico |
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Autores principales: | , , |
Autor Corporativo: | |
Formato: | Electrónico eBook |
Idioma: | Inglés |
Publicado: |
London :
Springer London : Imprint: Springer,
2005.
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Edición: | 1st ed. 2005. |
Colección: | Probability and Its Applications
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Temas: | |
Acceso en línea: | Texto Completo |
Tabla de Contenidos:
- Preface
- Markovian Jump Linear Systems
- Background Material
- On Stability
- Optimal Control
- Linear Filtering
- Quadratic Optimal Control with Partial Information
- H2- Control
- Design Techniques and Examples
- Appendix A: Coupled Algebraic Riccati Equations
- Appendix B: Auxiliary Results for the Linear Filtering Problem with (k) Unknown
- Appendix C: Auxiliary Results for the H2 Control Problem
- Notation and Corrections
- References.