Discrete-Time Markov Jump Linear Systems / by Oswaldo Luiz Valle do Costa, Ricardo Paulino Marques, Marcelo Dutra Fragoso
(Probability and Its Applications)
| データ種別 | 電子ブック |
|---|---|
| 出版者 | London : Springer London |
| 出版年 | 2005 |
| 本文言語 | 英語 |
| 大きさ | X, 286 p. 15 illus : online resource |
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| 内容注記 | Preface Markovian Jump Linear Systems Background Material On Stability Optimal Control Linear Filtering Quadratic Optimal Control with Partial Information H2- Control Design Techniques and Examples Appendix A: Coupled Algebraic Riccati Equations Appendix B: Auxiliary Results for the Linear Filtering Problem with (k) Unknown Appendix C: Auxiliary Results for the H2 Control Problem Notation and Corrections References |
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| 一般注記 | 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, 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. Oswaldo Luiz do Valle Costa is Professor in the Department of Telecommunications and Control Engineering at the University of São Paulo, Marcelo Dutra Fragoso is Professor in the Department of Systems and Control at the National Laboratory for Scientific Computing - LNCC/MCT, Rio de Janeiro, and Ricardo Paulino Marques works in the Department of Telecommunications and Control Engineering at the University of São Paulo |
| 著者標目 | *Costa, Oswaldo Luiz Valle do author Marques, Ricardo Paulino author Fragoso, Marcelo Dutra author SpringerLink (Online service) |
| 件 名 | LCSH:Mathematics LCSH:Operator theory LCSH:System theory LCSH:Probabilities FREE:Mathematics FREE:Probability Theory and Stochastic Processes FREE:Operator Theory FREE:Systems Theory, Control |
| 分 類 | DC23:519.2 |
| 巻冊次 | ISBN:9781846280825 
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| ISBN | 9781846280825 |
| URL | http://dx.doi.org/10.1007/b138575 |
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