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 shastic control since it presents shastic 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
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 shastic control since it presents shastic 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
Discrete-Time Markov Jump Linear Systems
286Discrete-Time Markov Jump Linear Systems
286Hardcover(2005)
Product Details
ISBN-13: | 9781852337612 |
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Publisher: | Springer London |
Publication date: | 12/17/2004 |
Series: | Probability and Its Applications |
Edition description: | 2005 |
Pages: | 286 |
Product dimensions: | 6.10(w) x 9.25(h) x 0.36(d) |