Markov Jump Linear Systems; Background Material; On Stability; Optimal Control; Filtering; Quadratic Optimal Control with Partial Information; H8-Control; Design Techniques and Examples
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
Bibliography
Includes bibliographical references (pages 257-269) and index
