Continuous-Time Markov Jump Linear Systems

• Κύριοι συγγραφείς: Costa, Oswaldo L.V (Συγγραφέας), Fragoso, Marcelo D. (Συγγραφέας), Todorov, Marcos G. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Berlin, Heidelberg : Springer Berlin Heidelberg : Imprint: Springer, 2013.
• Σειρά: Probability and Its Applications,
• Θέματα: Mathematics.; Dynamics.; Ergodic theory.; Operator theory.; System theory.; Probabilities.; Probability Theory and Stochastic Processes.; Systems Theory, Control.; Dynamical Systems and Ergodic Theory.; Operator Theory.

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...

Πίνακας περιεχομένων:

• 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.