| 书目名称 | Discrete-Time Markov Jump Linear Systems |
| 编辑 | Oswaldo Luiz Valle Costa,Ricardo Paulino Marques,M |
| 视频video | |
| 概述 | Most up-to-date book in the area.Combines probability and operator theory to provide a unified and rigorous treatment of recent results.Takes a new approach using discrete rather than continuous time. |
| 丛书名称 | Probability and Its Applications |
| 图书封面 |  |
| 描述 | .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 Markov jump parameters, but is also of interest for specialists in stochastic control since it presents stochastic control problems for which an explicit solution is possible - making the book suitable for course use. ..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. |
| 出版日期 | Book 2005 |
| 关键词 | Algebra; Markov; Markovian Jump Systems; Operator theory; Stochastic Stability; control theory; filtering |
| 版次 | 1 |
| doi | https://doi.org/10.1007/b138575 |
| isbn_softcover | 978-1-84996-908-6 |
| isbn_ebook | 978-1-84628-082-5Series ISSN 1431-7028 |
| issn_series | 1431-7028 |
| copyright | Springer-Verlag London 2005 |
发表于 2025-3-21 19:37:35
