Discrete-Time Markov Jump Linear Systems (Probability and its Applications)

O.L.V. Costa/ M.D. Fragoso/ R.P. Marques

ISBN 10: 1852337613 / ISBN 13: 9781852337612

Verlag: Springer Verlag, 2004

Beschreibung

1st edition. 280 pages. 9.25x6.25x1.00 inches. In Stock. Bestandsnummer des Verkäufers x-1852337613

Bibliografische Details

Titel: Discrete-Time Markov Jump Linear Systems (...

Verlag: Springer Verlag

Erscheinungsdatum: 2004

Einband: Hardcover

Zustand: Brand New

Über diesen Titel

Inhaltsangabe:

Book by Costa OLV Fragoso MD Marques RP

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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)