Mixed H2/H∞ State Feedback Control for Markov Jump Linear Systems with Hidden Observations - 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 Mixed H2/H∞ State Feedback Control for Markov Jump Linear Systems with Hidden Observations write by . This book was released on 2017. Mixed H2/H∞ State Feedback Control for Markov Jump Linear Systems with Hidden Observations available in PDF, EPUB and Kindle.
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 2005-02-02. 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
Continuous-Time Markov Jump Linear Systems
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.
Analysis and Design of Markov Jump Systems with Complex Transition Probabilities
Analysis and Design of Markov Jump Systems with Complex Transition Probabilities - 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 Analysis and Design of Markov Jump Systems with Complex Transition Probabilities write by Lixian Zhang. This book was released on 2016-01-19. Analysis and Design of Markov Jump Systems with Complex Transition Probabilities available in PDF, EPUB and Kindle. The book addresses the control issues such as stability analysis, control synthesis and filter design of Markov jump systems with the above three types of TPs, and thus is mainly divided into three parts. Part I studies the Markov jump systems with partially unknown TPs. Different methodologies with different conservatism for the basic stability and stabilization problems are developed and compared. Then the problems of state estimation, the control of systems with time-varying delays, the case involved with both partially unknown TPs and uncertain TPs in a composite way are also tackled. Part II deals with the Markov jump systems with piecewise homogeneous TPs. Methodologies that can effectively handle control problems in the scenario are developed, including the one coping with the asynchronous switching phenomenon between the currently activated system mode and the controller/filter to be designed. Part III focuses on the Markov jump systems with memory TPs. The concept of σ-mean square stability is proposed such that the stability problem can be solved via a finite number of conditions. The systems involved with nonlinear dynamics (described via the Takagi-Sugeno fuzzy model) are also investigated. Numerical and practical examples are given to verify the effectiveness of the obtained theoretical results. Finally, some perspectives and future works are presented to conclude the book.
Modern Trends in Controlled Stochastic Processes:
Modern Trends in Controlled Stochastic Processes: - 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 Modern Trends in Controlled Stochastic Processes: write by Alexey Piunovskiy. This book was released on 2021-06-04. Modern Trends in Controlled Stochastic Processes: available in PDF, EPUB and Kindle. This book presents state-of-the-art solution methods and applications of stochastic optimal control. It is a collection of extended papers discussed at the traditional Liverpool workshop on controlled stochastic processes with participants from both the east and the west. New problems are formulated, and progresses of ongoing research are reported. Topics covered in this book include theoretical results and numerical methods for Markov and semi-Markov decision processes, optimal stopping of Markov processes, stochastic games, problems with partial information, optimal filtering, robust control, Q-learning, and self-organizing algorithms. Real-life case studies and applications, e.g., queueing systems, forest management, control of water resources, marketing science, and healthcare, are presented. Scientific researchers and postgraduate students interested in stochastic optimal control,- as well as practitioners will find this book appealing and a valuable reference.
