Discrete-Time Markov Jump Linear Systems

O. L. V. Costa

ISBN 10: 1849969086 / ISBN 13: 9781849969086

Published by Springer London, 2010

About this Item

Druck auf Anfrage Neuware - Printed after ordering - Safety critical and high-integrity systems, such as industrial plants and economic systems can be subject to abrupt changes - for instance due to component or interconnection failure, and sudden environment changes etc. Combining probability and operator theory, Discrete-Time Markov Jump Linear Systems provides a unified and rigorous treatment of recent results for the control theory of discrete jump linear systems, which are used in these areas of application. The book is designed for experts in linear systems with Markov jump parameters, but is also of interestfor specialists in stochastic control since it presents stochastic control problems for which an explicit solution is possible - making the book suitable for course use. From the reviews:'This text is very well written.it may prove valuable to those who work in the area, are at home with its mathematics, and are interested in stability of linear systems, optimal control, and filtering.' Journal of the American Statistical Association, December 2005. Seller Inventory # 9781849969086

Bibliographic Details

Title: Discrete-Time Markov Jump Linear Systems

Publisher: Springer London

Publication Date: 2010

Binding: Taschenbuch

Condition: Neu

About this title

Synopsis:

This will be the most up-to-date book in the area (the closest competition was published in 1990)

This book takes a new slant and is in discrete rather than continuous time

From the Back Cover:

Safety critical and high-integrity systems, such as industrial plants and economic systems, can be subject to abrupt changes - for instance, due to component or interconnection failure, sudden environment changes, etc.

Combining probability and operator theory, Discrete-Time Markov Jump Linear Systems provides a unified and rigorous treatment of recent results for the control theory of discrete jump linear systems, which are used in these areas of application.

The book is designed for experts in linear systems with Markov jump parameters, but is also of interest for specialists in stochastic control since it presents stochastic control problems for which an explicit solution is possible - making the book suitable for course use.

Oswaldo Luiz do Valle Costa is Professor in the Department of Telecommunications and Control Engineering at the University of São Paulo, Marcelo Dutra Fragoso is Professor in the Department of Systems and Control at the National Laboratory for Scientific Computing - LNCC/MCT, Rio de Janeiro, and Ricardo Paulino Marques works in the Department of Telecommunications and Control Engineering at the University of São Paulo.