Discrete-Time Markov Jump Linear Systems

O. L. V. Costa, M. D. Fragoso, R. P. Marques - Collection Probability and Its Applications

280 pages, parution le 17/02/2005

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Résumé

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, and sudden environment changes etc.

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.

L'auteur - O. L. V. Costa

Oswaldo Luiz do Valle Costa is Professor in the Department of Telecommunications and Control Engineering at the University of Sao Paulo

L'auteur - M. D. Fragoso

Marcelo Dutra Fragoso is Professor in the Department of Systems and Control at the National Laboratory for Scientific Computing-LNCC/MCT, Rio de Janeiro

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L'auteur - R. P. Marques

Ricardo Paulino Marques works in the Department of Telecommunications and Control Engineering at the University of Sao Paulo

Sommaire

Markov Jump Linear Systems
Background Material
On Stability
Optimal Control
Filtering
Quadratic Optimal Control with Partial Information H∞-Control
Design Techniques and Examples
A: Coupled Algebraic Riccati Equations
B: Auxiliary Results for the Linear Filtering Problem with θ(k) Unknown
C: Auxiliary Results for the H2-control Problem

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Caractéristiques techniques

	PAPIER
Éditeur(s)	Springer
Auteur(s)	O. L. V. Costa, M. D. Fragoso, R. P. Marques
Collection	Probability and Its Applications
Parution	17/02/2005
Nb. de pages	280
Format	16 x 24
Couverture	Relié
Poids	631g
Intérieur	Noir et Blanc
EAN13	9781852337612
ISBN13	978-1-85233-761-2