Authors:
- Most up-to-date book in the area
- Combines probability and operator theory to provide a unified and rigorous treatment of recent results
- Takes a new approach using discrete rather than continuous time
- Includes supplementary material: sn.pub/extras
Part of the book series: Probability and Its Applications (PIA)
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Table of contents (8 chapters)
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Front Matter
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Back Matter
About this book
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
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)
Authors and Affiliations
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Department of Telecommunications and Control Engineering, University of São Paulo, São Paulo, SP, Brazil
Oswaldo Luiz Valle Costa, Ricardo Paulino Marques
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Department of Systems and Control, National Laboratory for Scientific Computing, LNCC/MCT, Petrópolis, RJ, Brazil
Marcelo Dutra Fragoso
Bibliographic Information
Book Title: Discrete-Time Markov Jump Linear Systems
Authors: Oswaldo Luiz Valle Costa, Ricardo Paulino Marques, Marcelo Dutra Fragoso
Series Title: Probability and Its Applications
DOI: https://doi.org/10.1007/b138575
Publisher: Springer London
eBook Packages: Mathematics and Statistics, Mathematics and Statistics (R0)
Copyright Information: Springer-Verlag London 2005
Hardcover ISBN: 978-1-85233-761-2Published: 02 February 2005
Softcover ISBN: 978-1-84996-908-6Published: 21 October 2010
eBook ISBN: 978-1-84628-082-5Published: 30 March 2006
Series ISSN: 1431-7028
Edition Number: 1
Number of Pages: X, 286
Number of Illustrations: 15 b/w illustrations
Topics: Probability Theory and Stochastic Processes, Operator Theory, Systems Theory, Control