Discrete-Time Markov Jump Linear Systems

• Main Authors: Costa, Oswaldo Luiz Valle do (Author), Marques, Ricardo Paulino (Author), Fragoso, Marcelo Dutra (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: London : Springer London, 2005.
• Series: Probability and Its Applications,
• Subjects: Mathematics.; Operator theory.; System theory.; Probabilities.; Probability Theory and Stochastic Processes.; Operator Theory.; Systems Theory, Control.

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 Syste...