Discrete-Time Markov Jump Linear Systems (Probability and Its Applications)
Language: English
Published by Springer, 2010
- Softcover
- New

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In English.
Seller Inventory # ria9781849969086_new
- Title
- Discrete-Time Markov Jump Linear Systems (Probability and Its Applications)
- Author
- Costa, O.L.V.; Fragoso, M.D.; Marques, R.P.
- Publisher
- Springer
- Publication year
- 2010
- Condition
- New
- Binding
- Soft cover
- Language
- English
- ISBN 10
- 1849969086
- ISBN 13
- 9781849969086
- Item weight
- 534 grams
- Series
- Book 13 of 35: Probability and Its Applications
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 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.
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
"Synopsis" may belong to another edition of this title.
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.
"About the title" may belong to another edition of this title.
Ria Christie Collections
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