Continuous-Time Markov Jump Linear Systems

ISBN: 978-3-642-34099-4 (Print) 978-3-642-34100-7 (Online)

Table of contents (10 chapters)

  1. Front Matter

    Pages I-XII

  2. No Access

    Book Chapter

    Pages 1-14

    Introduction

  3. No Access

    Book Chapter

    Pages 15-31

    A Few Tools and Notations

  4. No Access

    Book Chapter

    Pages 33-69

    Mean-Square Stability

  5. No Access

    Book Chapter

    Pages 71-82

    Quadratic Optimal Control with Complete Observations

  6. No Access

    Book Chapter

    Pages 83-96

    H 2 Optimal Control with Complete Observations

  7. No Access

    Book Chapter

    Pages 97-126

    Quadratic and H 2 Optimal Control with Partial Observations

  8. No Access

    Book Chapter

    Pages 127-150

    Best Linear Filter with Unknown (x(t),θ(t))

  9. No Access

    Book Chapter

    Pages 151-181

    H Control

  10. No Access

    Book Chapter

    Pages 183-212

    Design Techniques

  11. No Access

    Book Chapter

    Pages 213-230

    Some Numerical Examples

  12. Back Matter

    Pages 231-286