Discrete-Time Markov Jump Linear Systems - Costa, Oswaldo Luiz Valle; Marques, Ricardo Paulino; Fragoso, Marcelo Dutra; SpringerLink (Online service) (London : Springer-Verlag London Limited, 2005)
Keywords: Stochastic control theory; Stochastic systems; Linear systems; Control theory; Markov processes; Mathematics; Probability Theory and Stochastic Processes; Systems Theory, Control; Operator Theory