Introduction

Abstract

This chapter introduces the class of stochastic switching systems we discuss in this book by giving the motivation for studying it. After giving some practical systems, it also defines the problems we deal with. The contents of this book can be viewed as an extension of the class of linear time-invariant systems studied extensively in the last few decades. As will be shown by some examples, this class of systems is more general since it allows the modeling of systems with some abrupt changes in the state equation that cannot be described using the class of linear time-invariant systems. In this volume we concentrate mainly on the linear case, which has been extensively studied and reported in the literature. References [52, 12, 45, 51] and the references therein are particularly noted. But we would like to advise the reader that nonlinear models have also been introduced; we again refer the reader to [12, 45, 52] and the references therein.KeywordsState FeedbackOutput FeedbackStock LevelExogenous InputDynamic Output FeedbackThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.