Discrete-Time Markov Jump Linear Systems

• Κύριοι συγγραφείς: Costa, Oswaldo Luiz Valle do (Συγγραφέας), Marques, Ricardo Paulino (Συγγραφέας), Fragoso, Marcelo Dutra (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: London : Springer London, 2005.
• Σειρά: Probability and Its Applications,
• Θέματα: Mathematics.; Operator theory.; System theory.; Probabilities.; Probability Theory and Stochastic Processes.; Operator Theory.; Systems Theory, Control.

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...

Πίνακας περιεχομένων:

• 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.