Discrete-time Markov jump linear systems /

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Bibliographic Details
Author / Creator:Costa, Oswaldo Luiz do Valle.
Imprint:London : Springer, c2005.
Description:1 online resource (x, 280 p.) : ill.
Language:English
Series:Probability and its applications
Probability and its applications (Springer-Verlag)
Subject:
Format: E-Resource Book
URL for this record:http://pi.lib.uchicago.edu/1001/cat/bib/8874546
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Other authors / contributors:Fragoso, M. D. (Marcelo Dutra)
Marques, Ricardo Paulino.
ISBN:1852337613 (acid-free paper)
9781852337612 (acid-free paper)
1846280826 (electronic bk.)
9781846280825 (electronic bk.)
6610312192 (electronic bk.)
9786610312191 (electronic bk.)
Notes:Includes bibliographical references (p. [257]-269) and index.
Summary:"Combining probability and operator theory, Discrete-Time Markov Jump Linear System provides a unified and rigorous treatment of recent results for the control theory of discrete jump linear system, 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."--Jacket.
Other form:Print version: Costa, Oswaldo Luiz do Valle. Discrete-time Markov jump linear systems. London : Springer, c2005 1852337613