Discrete-Time Markov Jump Linear Systems

O. L. V. Costa

ISBN 10: 1849969086 / ISBN 13: 9781849969086

Verlag: Springer London Okt 2010, 2010

Beschreibung

This item is printed on demand - it takes 3-4 days longer - Neuware -This will be the most up-to-date book in the area (the closest competition was published in 1990) This book takes a new slant and is in discrete rather than continuous time 292 pp. Englisch. Bestandsnummer des Verkäufers 9781849969086

Bibliografische Details

Titel: Discrete-Time Markov Jump Linear Systems

Verlag: Springer London Okt 2010

Erscheinungsdatum: 2010

Einband: Taschenbuch

Zustand: Neu

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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)