Discrete-Time Markov Jump Linear Systems / Edition 1

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Overview

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

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Editorial Reviews

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"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 shastic 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)

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Product Details

  • ISBN-13: 9781849969086
  • Publisher: Springer London
  • Publication date: 12/9/2010
  • Series: Probability and Its Applications Series
  • Edition description: Softcover reprint of hardcover 1st ed. 2005
  • Edition number: 1
  • Pages: 286
  • Product dimensions: 0.61 (w) x 6.14 (h) x 9.21 (d)

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.

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