Continuous-Time Markov Jump Linear Systems

• Main Authors: Costa, Oswaldo L.V. (Author), Fragoso, Marcelo D. (Author), Todorov, Marcos G. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic
• Language: English
• Published: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Series: Probability and Its Applications,
• Subjects: Mathematics.; Differentiable dynamical systems.; Operator theory.; Systems theory.; Distribution (Probability theory).; Probability Theory and Stochastic Processes.; Systems Theory, Control.; Dynamical Systems and Ergodic Theory.; Operator Theory.
• Online Access: https://ezaccess.library.uitm.edu.my/login?url=http://dx.doi.org/10.1007/978-3-642-34100-7

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...

Table of Contents:

• 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), ı(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.