Discrete-time Markov jump linear systems

Safety critical and high-integrity systems, such as industrial plants and economic systems, can be subject to abrupt changes - for instance, due to component or interconnection failure, sudden environment changes, etc. Combining probability and operator theory, Discrete-Time Markov Jump Linear Syste...

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Detalles Bibliográficos
Auteurs principaux: Costa, Oswaldo Luiz do Valle, Fragoso, Marcelo Dutra, 19..- (Auteur), Marques, Ricardo Paulino, 19..- (Auteur)
Formato: Livre numérique
Idioma:Anglais
Publicado: London : Springer London [20..].
Cham : Springer Nature
Edición:1st ed. 2005.
Series:Probability and Its Applications
Acceso en liña:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
Nota: Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• Discrete-time Markov jump linear systems, O.L.V. Costa, M.D. Fragoso, and R.P. Marques, London, Springer, 2005, 1 vol. (x, 280 p.), Probability and its applications, 1-85233-761-3
• Discrete-Time Markov Jump Linear Systems, Texte imprimé, 9781849969086
• Discrete-Time Markov Jump Linear Systems, Texte imprimé, 9781848007468
Table des matières:
  • 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