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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Detalles Bibliográficos
Clasificación:Libro Electrónico
Autores principales: Costa, Oswaldo Luiz do Valle (Autor), Fragoso, Marcelo D. (Autor), Todorov, Marcos G. (Autor)
Autor Corporativo: SpringerLink (Online service)
Formato: Electrónico eBook
Idioma:Inglés
Publicado: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
Edición:1st ed. 2013.
Colección:Probability and Its Applications
Temas:
Probabilities.
System theory.
Control theory.
Dynamical systems.
Operator theory.
Probability Theory.
Systems Theory, Control .
Dynamical Systems.
Operator Theory.
Acceso en línea:Texto Completo
Tabla de Contenidos:
  • 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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