Koha online

Your cart is empty.
Normal view MARC view ISBD view

Discrete-Time Markov Jump Linear Systems [electronic resource] /by Oswaldo Luiz Valle Costa, Ricardo Paulino Marques, Marcelo Dutra Fragoso.

by Costa, Oswaldo Luiz Valle [author.]; Marques, Ricardo Paulino [author.]; Fragoso, Marcelo Dutra [author.]; SpringerLink (Online service).
Material type: materialTypeLabelBookSeries: Probability and Its Applications: Publisher: London : Springer London, 2005.Description: X, 280 p. online resource.ISBN: 9781846280825.Subject(s): Mathematics | Operator theory | Systems theory | Distribution (Probability theory) | Mathematics | Probability Theory and Stochastic Processes | Operator Theory | Systems Theory, ControlDDC classification: 519.2 Online resources: Click here to access online
Contents:
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.
In: Springer eBooksSummary: 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.
Tags from this library: No tags from this library for this title. Add tag(s)
Log in to add tags.
    average rating: 0.0 (0 votes)
Item type Current location Call number Status Date due Barcode
QA274-274.9 (Browse shelf) Available
Long Loan MAIN LIBRARY
QA273.A1-274.9 (Browse shelf) Available

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.

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.

There are no comments for this item.

Log in to your account to post a comment.
@ Jomo Kenyatta University Of Agriculture and Technology Library

Powered by Koha