Discrete-Time Markov Jump Linear Systems

By: O.L.V. Costa, M.D. Fragoso, R.P. Marques

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Hardcover | 2 February 2005

At a Glance

Hardcover
292 Pages

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23.5 x 15.88 x 2.54

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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 Markovian jump parameters, but will also be the first book for specialists in stochastic control to present stochastic control problems for which an explicit solution is possible - making the book suitable for course use.

Industry 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)

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You Can Find This Book In

Non-Fiction Computing & I.T.Computer Science Reference, Information & Interdisciplinary Subjects Research & Information Information theory Cybernetics & Systems Theory Mathematics Probability & Statistics Applied Mathematics Stochastics Engineering & Technology

Electronics & Communications Engineering Electronics Engineering Automatic Control Engineering Calculus & Mathematical Analysis Functional Analysis & Transforms

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Paperback

Published: 21st October 2010

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Preface
Markovian Jump Linear Systems
Background Material
On Stability
Optimal Control
Linear Filtering
Quadratic Optimal Control with Partial Information
H2- Control
Design Techniques and Examples
Coupled Algebraic Riccati Equations
Auxiliary Results for the Linear Filtering Problem with (k) Unknown
Auxiliary Results for the H2 Control Problem
Notation and Corrections
References
Table of Contents provided by Publisher. All Rights Reserved.

Discrete-Time Markov Jump Linear Systems

At a Glance

Hardcover

Industry Reviews

Shipping

How to return your order

Defective items

You Can Find This Book In

Other Editions and Formats

Paperback

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