Discrete-Time Markov Jump Linear Systems
Buch in deiner Nähe kaufen
Beschreibung
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.
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.
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
Autor*in
O.L.V. Costa
Themen in »Discrete-Time Markov Jump Linear Systems«
Algebra Markov Markovian Jump Systems Operator theory Stochastic Stability control theory filtering problem operator optimal control stability
Stimmen zu »Discrete-Time Markov Jump Linear Systems«
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)
()