Continuous-time Markov jump linear systems

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...

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Détails bibliographiques
Auteurs principaux: Costa, Oswaldo Luiz do Valle, Fragoso, Marcelo Dutra, 19..- (Auteur), Todorov, Marcos G. (Auteur)
Format: Livre numérique
Langue:Anglais
Publié: Berlin, Heidelberg : Springer Berlin Heidelberg [20..].
Cham : Springer Nature
Édition:1st ed. 2013.
Collection:Probability and Its Applications
Accès en ligne:Accès sur la plateforme de l'éditeur
Accès sur la plateforme Istex
Accès Université d'Orléans
Accès INSA CVL
Note: Archives Springer e-books (Licence nationale)
Archives Springer e-books (Licence nationale)
Autres localisations: Voir dans le Sudoc
Edition sous un autre format:• Continuous-Time Markov Jump Linear Systems, Texte imprimé, 9783642341014
• Continuous-Time Markov Jump Linear Systems, Texte imprimé, 9783642431128
• Continuous-time Markov jump linear systems, Oswaldo L. V. Costa, Marcelo D. Fragoso, Marcos G. Todorov, Berlin, Springer, 2013, 1 vol. (XII-286 p.), Probability and its applications, 978-3-642-34099-4
Table des matières:
  • 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), (t)) 8.H_