Description 
1 online resource 
Series 
Probability and its applications 

Probability and its applications (SpringerVerlag)

Contents 
Introduction  A Few Tools and Notations  MeanSquare 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 
Summary 
It has been widely recognized nowadays the importance of introducing mathematical models that take into account possible sudden changes in the dynamical behavior of highintegrity systems or a safetycritical system. Such systems can be found in aircraft control, nuclear power stations, robotic manipulator systems, integrated communication networks and largescale flexible structures for space stations, and are inherently vulnerable to abrupt changes in their structures caused by component or interconnection failures. In this regard, a particularly interesting class of models is the socalled Markov jump linear systems (MJLS), which have been used in numerous applications including robotics, economics and wireless communication. Combining probability and operator theory, the present volume provides a unified and rigorous treatment of recent results in control theory of continuoustime MJLS. This unique approach is of great interest to experts working in the field of linear systems with Markovian jump parameters or in stochastic control. The volume focuses on one of the few cases of stochastic control problems with an actual explicit solution and offers material wellsuited to coursework, introducing students to an interesting and active research area. The book is addressed to researchers working in control and signal processing engineering. Prerequisites include a solid background in classical linear control theory, basic familiarity with continuoustime Markov chains and probability theory, and some elementary knowledge of operator theory 
Bibliography 
Includes bibliographical references and index 
Notes 
Print version record 
Subject 
Stochastic control theory.


Linear systems.


Markov processes.


Markov Chains.

Form 
Electronic book

Author 
Fragoso, M. D. (Marcelo Dutra)


Todorov, Marcos G. (Marcos Garcia)

ISBN 
1283944960 (MyiLibrary) 

3642341004 (electronic bk.) 

9781283944960 (MyiLibrary) 

9783642341007 (electronic bk.) 
