Discrete-Time Markov Jump Linear Systems - Brossura

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

 
9781849969086: Discrete-Time Markov Jump Linear Systems

Sinossi

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.

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Dalla quarta di copertina

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.

Le informazioni nella sezione "Su questo libro" possono far riferimento a edizioni diverse di questo titolo.

Altre edizioni note dello stesso titolo

9781852337612: Discrete-time Markovian Jump Linear Systems

Edizione in evidenza

ISBN 10:  1852337613 ISBN 13:  9781852337612
Casa editrice: Springer Verlag, 2005
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