Discrete-Time Markov Jump Linear Systems / by O.L.V. Costa, M.D. Fragoso, R.P. Marques.

Format:

Book

Author/Creator:

Costa, Oswaldo Luiz do Valle, author.

Fragoso, M. D. (Marcelo Dutra), author.

Marques, Ricardo Paulino, author.

Contributor:

SpringerLink (Online service)

Series:

Probability and its applications 1431-7028

Probability and Its Applications, 1431-7028

Language:

English

Subjects (All):

Probabilities.

Operator theory.

System theory.

Probability Theory and Stochastic Processes.

Operator Theory.

Systems Theory, Control.

Local Subjects:

Probability Theory and Stochastic Processes.

Operator Theory.

Systems Theory, Control.

Physical Description:

1 online resource (X, 286 pages 15 illustrations).

Edition:

First edition 2005.

Contained In:

Springer Nature eBook

Place of Publication:

London : Springer London : Imprint: Springer, 2005.

System Details:

text file PDF

Summary:

Safety critical and high-integrity systems, such as industrial plants and economic systems, can be subject to abrupt changes - for instance, due to component or interconnection failure, sudden environment changes, et cetera Combining probability and operator theory, Discrete-Time Markov Jump Linear Systems provides a unified and rigorous treatment of recent results for the control theory of discrete jump linear systems, which are used in these areas of application. The book is designed for experts in linear systems with Markov jump parameters, but is also of interest for specialists in stochastic control since it presents stochastic control problems for which an explicit solution is possible - making the book suitable for course use. Oswaldo Luiz do Valle Costa is Professor in the Department of Telecommunications and Control Engineering at the University of São Paulo, Marcelo Dutra Fragoso is Professor in the Department of Systems and Control at the National Laboratory for Scientific Computing - LNCC/MCT, Rio de Janeiro, and Ricardo Paulino Marques works in the Department of Telecommunications and Control Engineering at the University of São Paulo.

Contents:

Preface

Markovian Jump Linear Systems

Background Material

On Stability

Optimal Control

Linear Filtering

Quadratic Optimal Control with Partial Information

H2- Control

Design Techniques and Examples

Appendix A: Coupled Algebraic Riccati Equations

Appendix B: Auxiliary Results for the Linear Filtering Problem with (k) Unknown

Appendix C: Auxiliary Results for the H2 Control Problem

Notation and Corrections

References.

Other Format:

Printed edition:

ISBN:

9781846280825

Access Restriction:

Restricted for use by site license.