Continuous-Time Markov Jump Linear Systems

by Marcelo D Fragoso, Oswaldo Luiz Do Valle Costa, Marcos G Todorov, et al.

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...

• Format: Paperback
• Language: English
• ISBN: 3642431127
• ISBN13: 9783642431128
• Release Date: January 2015
• Publisher: Springer PG
• Length: 288 Pages
• Weight: 0.93 lbs.
• Dimensions: 0.6" x 6.1" x 9.2"