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Discrete-Time Markov Jump Linear Systems

Discrete-Time Markov Jump Linear Systems

Paperback

Series: Probability and Its Applications

General MathematicsProbability & Statistics

ISBN10: 1849969086
ISBN13: 9781849969086
Publisher: Springer Nature
Published: Oct 21 2010
Pages: 286
Weight: 0.91
Height: 0.61 Width: 6.14 Depth: 9.21
Language: English
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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Probability & Statistics