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.
EAN/ISBN : 9781846280825
Publisher(s): Springer, Berlin, Springer, London
Discussed keywords: Diskrete Mathematik, Markov, Andrej A.
Format: ePub/PDF

Author(s): Costa, Oswaldo Luiz Valle - Marques, Ricardo Paulino - Fragoso, Marcelo Dutra