Continuous-Time Markov Jump Linear Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Continuous-Time Markov Jump Linear Systems write by Oswaldo Luiz do Valle Costa. This book was released on 2012-12-18. Continuous-Time Markov Jump Linear Systems available in PDF, EPUB and Kindle. 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.
Discrete-Time Markov Jump Linear Systems
Discrete-Time Markov Jump Linear Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Discrete-Time Markov Jump Linear Systems write by O.L.V. Costa. This book was released on 2006-03-30. Discrete-Time Markov Jump Linear Systems available in PDF, EPUB and Kindle. 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
Positive Markov Jump Linear Systems
Positive Markov Jump Linear Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Positive Markov Jump Linear Systems write by Paolo Bolzern. This book was released on 2015-12-04. Positive Markov Jump Linear Systems available in PDF, EPUB and Kindle. 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.
Stability Analysis of Markovian Jump Systems
Stability Analysis of Markovian Jump Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Stability Analysis of Markovian Jump Systems write by Yu Kang. This book was released on 2017-09-08. Stability Analysis of Markovian Jump Systems available in PDF, EPUB and Kindle. 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.
Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems
Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems - read free eBook in online reader or directly download on the web page. Select files or add your book in reader. Download and read online ebook Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems write by Cheng-ke Zhang. This book was released on 2016-09-02. Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems available in PDF, EPUB and Kindle. This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning.
