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Filtering and Control of Stochastic Jump Hybrid Systems by Xiuming Yao download in pdf, ePub, iPad

Blondel, Alexander Megretski Eds. Full citation Abstract This book presents recent research work on stochastic jump hybrid systems. The book is a timely reflection of the developing area of filtering and control theories for Markovian jump hybrid systems with various kinds of imperfect information. He has been coordinating several European Union funded research networks such as the European Research Network System Identification, for which he has been the Netherlands leader.

Full citation Abstract ThisBlondel Alexander Megretski

Willems, Stochastic systems and the problem of state space realization, Geometric methods for the theory of linear systems, C. Wong, Transformations of local martingales under a change of law, Ann. Based on the derived analysis conditions, the filtering and control problems are addressed.