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Discrete-Time Markov Jump Linear Systems

Discrete-Time Markov Jump Linear Systems PDF Author: O.L.V. Costa
Publisher: Springer Science & Business Media
ISBN: 1846280826
Category : Mathematics
Languages : en
Pages : 287

Book Description
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 time

Discrete-Time Markov Jump Linear Systems

Discrete-Time Markov Jump Linear Systems PDF Author: O.L.V. Costa
Publisher: Springer Science & Business Media
ISBN: 1846280826
Category : Mathematics
Languages : en
Pages : 287

Book Description
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 time

Discrete-Time Markov Jump Linear Systems

Discrete-Time Markov Jump Linear Systems PDF Author: O.L.V. Costa
Publisher: Springer Science & Business Media
ISBN: 9781852337612
Category : Computers
Languages : en
Pages : 304

Book Description
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 time

Discrete-Time Markov Jump Linear Systems

Discrete-Time Markov Jump Linear Systems PDF Author: O.L.V. Costa
Publisher: Springer
ISBN: 9781849969086
Category : Mathematics
Languages : en
Pages : 0

Book Description
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 time

Continuous-Time Markov Jump Linear Systems

Continuous-Time Markov Jump Linear Systems PDF Author: Oswaldo Luiz do Valle Costa
Publisher: Springer Science & Business Media
ISBN: 3642341004
Category : Mathematics
Languages : en
Pages : 295

Book Description
It has been widely recognized nowadays the importance of introducing mathematical models that take into account possible sudden changes in the dynamical behavior of a high-integrity systems or a safety-critical system. Such systems can be found in aircraft control, nuclear power stations, robotic manipulator systems, integrated communication networks and large-scale flexible structures for space stations, and are inherently vulnerable to abrupt changes in their structures caused by component or interconnection failures. In this regard, a particularly interesting class of models is the so-called Markov jump linear systems (MJLS), which have been used in numerous applications including robotics, economics and wireless communication. Combining probability and operator theory, the present volume provides a unified and rigorous treatment of recent results in control theory of continuous-time MJLS. This unique approach is of great interest to experts working in the field of linear systems with Markovian jump parameters or in stochastic control. The volume focuses on one of the few cases of stochastic control problems with an actual explicit solution and offers material well-suited to coursework, introducing students to an interesting and active research area. The book is addressed to researchers working in control and signal processing engineering. Prerequisites include a solid background in classical linear control theory, basic familiarity with continuous-time Markov chains and probability theory, and some elementary knowledge of operator theory. ​

Positive Markov Jump Linear Systems

Positive Markov Jump Linear Systems PDF Author: Paolo Bolzern
Publisher:
ISBN: 9781680830965
Category : Technology & Engineering
Languages : en
Pages : 166

Book Description
Positive Markov Jump Linear Systems are piecewise positive linear systems affected by a stochastic signal generated by a Markov chain. Positive systems naturally arise in the description of biological systems, compartmental models, population dynamics, traffic modeling, chemical reactions, queue processes, and so on. A rich literature on positive linear systems is now available. Positive Markov Jump Linear Systems is the first work to provide an overview of these developments. It outlines the typical applications of such systems, giving a detailed description of the mathematical theory underpinning the subject. Positive Markov Jump Linear Systems provides a comprehensive and timely introduction to the study of such systems. Readers who are new to the topic will find everything required to understand such systems in a concise and accessible form.

Advances in the Control of Markov Jump Linear Systems with No Mode Observation

Advances in the Control of Markov Jump Linear Systems with No Mode Observation PDF Author: Alessandro N. Vargas
Publisher: Springer
ISBN: 3319398350
Category : Technology & Engineering
Languages : en
Pages : 52

Book Description
This brief broadens readers’ understanding of stochastic control by highlighting recent advances in the design of optimal control for Markov jump linear systems (MJLS). It also presents an algorithm that attempts to solve this open stochastic control problem, and provides a real-time application for controlling the speed of direct current motors, illustrating the practical usefulness of MJLS. Particularly, it offers novel insights into the control of systems when the controller does not have access to the Markovian mode.

Finite-Time Stability: An Input-Output Approach

Finite-Time Stability: An Input-Output Approach PDF Author: Francesco Amato
Publisher: John Wiley & Sons
ISBN: 1119140528
Category : Technology & Engineering
Languages : en
Pages : 184

Book Description
Systematically presents the input-output finite-time stability (IO-FTS) analysis of dynamical systems, covering issues of analysis, design and robustness The interest in finite-time control has continuously grown in the last fifteen years. This book systematically presents the input-output finite-time stability (IO-FTS) analysis of dynamical systems, with specific reference to linear time-varying systems and hybrid systems. It discusses analysis, design and robustness issues, and includes applications to real world engineering problems. While classical FTS has an important theoretical significance, IO-FTS is a more practical concept, which is more suitable for real engineering applications, the goal of the research on this topic in the coming years. Key features: Includes applications to real world engineering problems. Input-output finite-time stability (IO-FTS) is a practical concept, useful to study the behavior of a dynamical system within a finite interval of time. Computationally tractable conditions are provided that render the technique applicable to time-invariant as well as time varying and impulsive (i.e. switching) systems. The LMIs formulation allows mixing the IO-FTS approach with existing control techniques (e. g. H∞ control, optimal control, pole placement, etc.). This book is essential reading for university researchers as well as post-graduate engineers practicing in the field of robust process control in research centers and industries. Topics dealt with in the book could also be taught at the level of advanced control courses for graduate students in the department of electrical and computer engineering, mechanical engineering, aeronautics and astronautics, and applied mathematics.

Stability Analysis of Markovian Jump Systems

Stability Analysis of Markovian Jump Systems PDF Author: Yu Kang
Publisher: Springer
ISBN: 9811038600
Category : Technology & Engineering
Languages : en
Pages : 193

Book Description
This book focuses on the stability analysis of Markovian jump systems (MJSs) with various settings and discusses its applications in several different areas. It also presents general definitions of the necessary concepts and an overview of the recent developments in MJSs. Further, it addresses the general robust problem of Markovian jump linear systems (MJLSs), the asynchronous stability of a class of nonlinear systems, the robust adaptive control scheme for a class of nonlinear uncertain MJSs, the practical stability of MJSs and its applications as a modelling tool for networked control systems, Markovian-based control for wheeled mobile manipulators and the jump-linear-quadratic (JLQ) problem of a class of continuous-time MJLSs. It is a valuable resource for researchers and graduate students in the field of control theory and engineering.

Robust Control for Discrete-Time Markovian Jump Systems in the Finite-Time Domain

Robust Control for Discrete-Time Markovian Jump Systems in the Finite-Time Domain PDF Author: Xiaoli Luan
Publisher: Springer Nature
ISBN: 3031221826
Category : Technology & Engineering
Languages : en
Pages : 212

Book Description
This book provides robust analysis and synthesis tools for Markovian jump systems in the finite-time domain with specified performances. It explores how these tools can make the systems more applicable to fields such as economic systems, ecological systems and solar thermal central receivers, by limiting system trajectories in the desired bound in a given time interval. Robust Control for Discrete-Time Markovian Jump Systems in the Finite-Time Domain focuses on multiple aspects of finite-time stability and control, including: finite-time H-infinity control; finite-time sliding mode control; finite-time multi-frequency control; finite-time model predictive control; and high-order moment finite-time control for multi-mode systems and also provides many methods and algorithms to solve problems related to Markovian jump systems with simulation examples that illustrate the design procedure and confirm the results of the methods proposed. The thorough discussion of these topics makes the book a useful guide for researchers, industrial engineers and graduate students alike, enabling them systematically to establish the modeling, analysis and synthesis for Markovian jump systems in the finite-time domain.

Mathematical Methods in Robust Control of Linear Stochastic Systems

Mathematical Methods in Robust Control of Linear Stochastic Systems PDF Author: Vasile Dragan
Publisher: Springer Science & Business Media
ISBN: 1461486637
Category : Science
Languages : en
Pages : 442

Book Description
This second edition of Mathematical Methods in the Robust Control of Linear Stochastic Systems includes a large number of recent results in the control of linear stochastic systems. More specifically, the new results presented are: - A unified and abstract framework for Riccati type equations arising in the stochastic control - Stability and control problems for systems perturbed by homogeneous Markov processes with infinite number of states - Mixed H2 / H∞ control problem and numerical procedures - Linear differential equations with positive evolution on ordered Banach spaces with applications for stochastic systems including both multiplicative white noise and Markovian jumps represented by a Markov chain with countable infinite set of states - Kalman filtering for stochastic systems subject both to state dependent noise and Markovian jumps - H∞ reduced order filters for stochastic systems The book will appeal to graduate students, researchers in advanced control engineering, finance, mathematical systems theory, applied probability and stochastic processes, and numerical analysis. From Reviews of the First Edition: This book is concerned with robust control of stochastic systems. One of the main features is its coverage of jump Markovian systems. ... Overall, this book presents results taking into consideration both white noise and Markov chain perturbations. It is clearly written and should be useful for people working in applied mathematics and in control and systems theory. The references cited provide further reading sources. (George Yin, Mathematical Reviews, Issue 2007 m) This book considers linear time varying stochastic systems, subjected to white noise disturbances and system parameter Markovian jumping, in the context of optimal control ... robust stabilization, and disturbance attenuation. ... The material presented in the book is organized in seven chapters. ... The book is very well written and organized. ... is a valuable reference for all researchers and graduate students in applied mathematics and control engineering interested in linear stochastic time varying control systems with Markovian parameter jumping and white noise disturbances. (Zoran Gajic, SIAM Review, Vol. 49 (3), 2007)