Continuous-Time Markov Jump Linear Systems

1. Introduction
Oswaldo L.V. Costa, Marcelo D. Fragoso, Marcos G. Todorov

2. A Few Tools and Notations
Oswaldo L.V. Costa, Marcelo D. Fragoso, Marcos G. Todorov

3. Mean-Square Stability
Oswaldo L.V. Costa, Marcelo D. Fragoso, Marcos G. Todorov

4. Quadratic Optimal Control with Complete Observations
Oswaldo L.V. Costa, Marcelo D. Fragoso, Marcos G. Todorov

5.
H
2 Optimal Control with Complete Observations
Oswaldo L.V. Costa, Marcelo D. Fragoso, Marcos G. Todorov

6. Quadratic and H
2 Optimal Control with Partial Observations
Oswaldo L.V. Costa, Marcelo D. Fragoso, Marcos G. Todorov

7. Best Linear Filter with Unknown (x(t),θ(t))
Oswaldo L.V. Costa, Marcelo D. Fragoso, Marcos G. Todorov

8.
H
∞ Control
Oswaldo L.V. Costa, Marcelo D. Fragoso, Marcos G. Todorov

9. Design Techniques
Oswaldo L.V. Costa, Marcelo D. Fragoso, Marcos G. Todorov

10. Some Numerical Examples
Oswaldo L.V. Costa, Marcelo D. Fragoso, Marcos G. Todorov

Keywords: Mathematics, Probability Theory and Stochastic Processes, Systems Theory, Control, Dynamical Systems and Ergodic Theory, Operator Theory