Continuous-time Markov jump linear systems
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Main Authors: | |
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Corporate Authors: | |
Group Author: | ; |
Published: |
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Literature type: | Electronic eBook |
Language: | English |
Series: |
Probability and its applications
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Subjects: | |
Online Access: |
http://dx.doi.org/10.1007/978-3-642-34100-7 |
Carrier Form: | 1 online resource (xii, 286 p.) : ill. |
Bibliography: | Includes bibliographical references and index. |
ISBN: |
9783642341007 (electronic bk.) 3642341004 (electronic bk.) |
Index Number: | QA402 |
CLC: | O211 |
Contents: |
Introduction -- A Few Tools and Notations -- Mean-Square Stability -- Quadratic Optimal Control with Complete Observations -- H₂ Optimal Control with Complete Observations -- Quadratic and H₂ Optimal Control with Partial Observations -- Best Linear Filter with Unknown (x(t),[theta](t)) -- H [infinity] Control -- Design Techniques -- Some Numerical Examples. |