Discrete-Time Markov Jump Linear Systems by O.L.V. Costa
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
Discrete-Time Markov Jump Linear Systems
Discrete-Time Markov Jump Linear Systems
Summary
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
Discrete-Time Markov Jump Linear Systems Summary
Discrete-Time Markov Jump Linear Systems 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)
Table of Contents
Markov Jump Linear Systems.- Background Material.- On Stability.- Optimal Control.- Filtering.- Quadratic Optimal Control with Partial Information.- H?-Control.- Design Techniques and Examples.
Additional information
NLS9781849969086
9781849969086
1849969086
Discrete-Time Markov Jump Linear Systems by O.L.V. Costa
New
Paperback
Springer London Ltd
2010-10-21
286
N/A
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