rdf-syntax-grammar
mods:
  schema location: http://www.loc.gov/mods/v3 http://www.loc.gov/standards/mods/v3/mods-3-2.xsd
  title info:
    title: Continuous-Time Markov Jump Linear Systems
  name:
    name part: Costa, Oswaldo L.V.
    role:
      role term: creator
    role:
      role term: author.
  name:
    name part: Fragoso, Marcelo D.
    role:
      role term: author.
  name:
    name part: Todorov, Marcos G.
    role:
      role term: author.
  name:
    name part: SpringerLink (Online service)
  type of resource: text
  origin info:
    place:
      place term: gw
    date issued: 2013
    issuance: monographic
  language:
    language term: eng
  physical description:
    form: electronic
    form: electronic resource
    reformatting quality: access
    form: remote
    extent: XII, 288 p. online resource.
  abstract: 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 manipulator systems, integrated communication networks and large-scale flexible structures for space stations, and are inherently vulnerable to abrupt changes in their structures caused by component or interconnection failures. In this regard, a particularly interesting class of models is the so-called Markov jump linear systems (MJLS), which have been used in numerous applications including robotics, economics and wireless communication. Combining probability and operator theory, the present volume provides a unified and rigorous treatment of recent results in control theory of continuous-time MJLS. This unique approach is of great interest to experts working in the field of linear systems with Markovian jump parameters or in stochastic control. The volume focuses on one of the few cases of stochastic control problems with an actual explicit solution and offers material well-suited to coursework, introducing students to an interesting and active research area. The book is addressed to researchers working in control and signal processing engineering. Prerequisites include a solid background in classical linear control theory, basic familiarity with continuous-time Markov chains and probability theory, and some elementary knowledge of operator theory.
  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), 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.
  note: by Oswaldo L.V. Costa, Marcelo D. Fragoso, Marcos G. Todorov.
  subject:
    topic: Mathematics
  subject:
    topic: Dynamics
  subject:
    topic: Ergodic theory
  subject:
    topic: Operator theory
  subject:
    topic: System theory
  subject:
    topic: Probabilities
  subject:
    topic: Mathematics
  subject:
    topic: Probability Theory and Stochastic Processes
  subject:
    topic: Systems Theory, Control
  subject:
    topic: Dynamical Systems and Ergodic Theory
  subject:
    topic: Operator Theory
  classification: QA273.A1-274.9
  classification: QA274-274.9
  classification: 519.2
  related item:
    title info:
      title: Springer eBooks
  related item:
    title info:
      title: Probability and Its Applications
  identifier: 9783642341007
  identifier: http://dx.doi.org/10.1007/978-3-642-34100-7
  record info:
    record creation date: 121227
    record change date: 20151204181606.0
    record identifier: 978-3-642-34100-7