Continuous-time Markov jump linear systems

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Bibliographic Details
Main Authors: Costa, Oswaldo Luiz do Valle.
Corporate Authors: SpringerLink (Online service)
Group Author: Fragoso, M. D. (Marcelo Dutra); Todorov, Marcos G.
Published:
Literature type: Electronic eBook
Language: English
Series: Probability and its applications
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.