Overview
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
Full Product Details
Author: O.L.V. Costa ,
M.D. Fragoso ,
R.P. Marques
Publisher: Springer London Ltd
Imprint: Springer London Ltd
Edition: 1st ed. Softcover of orig. ed. 2005
Dimensions:
Width: 15.50cm
, Height: 1.50cm
, Length: 23.50cm
Weight: 0.454kg
ISBN: 9781849969086
ISBN 10: 1849969086
Pages: 286
Publication Date: 21 October 2010
Audience:
Professional and scholarly
,
Professional and scholarly
,
Professional & Vocational
,
Professional & Vocational
Format: Paperback
Publisher's Status: Active
Availability: In Print
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Reviews
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 The book is concerned with the control of discrete-time stochastic linear systems whose dynamics can abruptly change. ! It gives a comprehensive theory for the control of these systems within the operator theoretic framework ! . The book is highly recommended to anybody with an interest in control problems associated with Markov Jump Linear Systems. (G. C. Goodwin, Short Book Reviews, Vol. 25 (2), 2005)
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 The book is concerned with the control of discrete-time stochastic linear systems whose dynamics can abruptly change. ... It gives a comprehensive theory for the control of these systems within the operator theoretic framework ... . The book is highly recommended to anybody with an interest in control problems associated with Markov Jump Linear Systems. (G. C. Goodwin, Short Book Reviews, Vol. 25 (2), 2005)
