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Discrete-Time Markov Jump Linear Systems
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This will be the most up-to-date book in the area (the closest competition was published in 1990) §This book takes a new slant and is in discrete rather than continuous timeSafety 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 S
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