LEADER 01322nam--2200421---450- 001 990002439680203316 005 20100610144348.0 010 $a3-428-11507-4 035 $a000243968 035 $aUSA01000243968 035 $a(ALEPH)000243968USA01 035 $a000243968 100 $a20050620d2005----km-y0enga50------ba 101 0 $ager 102 $aDE 105 $ay---z---001yy 200 1 $aFoderative Gleichheit$fvon Marcus C.F. Pleyer 210 $aBerlin$cDuncker & Humblot$dcopyr. 2005 215 $a383 p.$d23 cm 225 2 $aSchriften zum Öffentlichen Recht$v979 410 0$aSchriften zum Öffentlichen Recht$12001$v536 454 1 $12001 461 1$1001------$12001 606 0 $aGoverno federale$yGermania 676 $a342.43042 700 1$aPLEYER,$bMarcus C.F.$0573248 801 0$aIT$bsalbc$gISBD 912 $a990002439680203316 951 $aXXIV.1. Coll. 1/ 278 (COLL AVO 979)$b45704 G.$cXXIV.1. Coll. 1/ 278 (COLL AVO)$d00123663 959 $aBK 969 $aGIU 979 $aIANNONE$b90$c20050620$lUSA01$h1642 979 $aFIORELLA$b90$c20071004$lUSA01$h1219 979 $aRSIAV4$b90$c20100610$lUSA01$h1443 979 $aCHIARA$b90$c20120517$lUSA01$h0928 979 $aCHIARA$b90$c20120517$lUSA01$h0928 996 $aFoderative Gleichheit$91055959 997 $aUNISA LEADER 04198nam 2200697 a 450 001 9910437866903321 005 20200520144314.0 010 $a1-283-94496-0 010 $a3-642-34100-4 024 7 $a10.1007/978-3-642-34100-7 035 $a(CKB)2670000000317391 035 $a(EBL)1082771 035 $a(OCoLC)823388573 035 $a(SSID)ssj0000810703 035 $a(PQKBManifestationID)11437216 035 $a(PQKBTitleCode)TC0000810703 035 $a(PQKBWorkID)10833450 035 $a(PQKB)10993235 035 $a(DE-He213)978-3-642-34100-7 035 $a(MiAaPQ)EBC1082771 035 $a(PPN)168326140 035 $a(EXLCZ)992670000000317391 100 $a20121204d2013 uy 0 101 0 $aeng 135 $aur|n|---||||| 181 $ctxt 182 $cc 183 $acr 200 10$aContinuous-time Markov jump linear systems /$fOswaldo L.V. Costa, Marcelo D. Fragoso, Marcos G. Todorov 205 $a1st ed. 2013. 210 $aNew York $cSpringer$d2013 215 $a1 online resource (294 p.) 225 1 $aProbability and its applications,$x1431-7028 300 $aDescription based upon print version of record. 311 $a3-642-43112-7 311 $a3-642-34099-7 320 $aIncludes bibliographical references and index. 327 $a1.Introduction -- 2.A Few Tools and Notations -- 3.Mean Square Stability -- 4.Quadratic Optimal Control with Complete Observations -- 5.H2 Optimal Control With Complete Observations -- 6.Quadratic and H2 Optimal Control with Partial Observations -- 7.Best Linear Filter with Unknown (x(t), ?(t)) -- 8.H_$infty$ Control -- 9.Design Techniques -- 10.Some Numerical Examples -- A. Coupled Differential and Algebraic Riccati Equations -- B. The Adjoint Operator and Some Auxiliary Results -- References. - Notation and Conventions -- Index. 330 $aIt has been widely recognized nowadays the importance of introducing mathematical models that take into account possible sudden changes in the dynamical behavior of  high-integrity systems or a safety-critical system. Such systems can be found in aircraft control, nuclear power stations, robotic manipulator systems, integrated communication networks and large-scale flexible structures for space stations, and are inherently vulnerable to abrupt changes in their structures caused by component or interconnection failures. In this regard, a particularly interesting class of models is the so-called Markov jump linear systems (MJLS), which have been used in numerous applications including robotics, economics and wireless communication. Combining probability and operator theory, the present volume provides a unified and rigorous treatment of recent results in control theory of continuous-time MJLS. This unique approach is of great interest to experts working in the field of linear systems with Markovian jump parameters or in stochastic control. The volume focuses on one of the few cases of stochastic control problems with an actual explicit solution and offers material well-suited to coursework, introducing students to an interesting and active research area. The book is addressed to researchers working in control and signal processing engineering. Prerequisites include a solid background in classical linear control theory, basic familiarity with continuous-time Markov chains and probability theory, and some elementary knowledge of operator theory. 410 0$aProbability and its applications (Springer-Verlag) 606 $aStochastic control theory 606 $aStochastic systems 606 $aLinear systems 606 $aControl theory 606 $aMarkov processes 615 0$aStochastic control theory. 615 0$aStochastic systems. 615 0$aLinear systems. 615 0$aControl theory. 615 0$aMarkov processes. 676 $a003.76 700 $aCosta$b Oswaldo L. V$01754553 701 $aFragoso$b Marcelo D$01754554 701 $aTodorov$b Marcos G$01754555 801 0$bMiAaPQ 801 1$bMiAaPQ 801 2$bMiAaPQ 906 $aBOOK 912 $a9910437866903321 996 $aContinuous-time Markov jump linear systems$94190984 997 $aUNINA