โ Scribed by Oswaldo Luiz Valle do Costa PhD, Ricardo Paulino Marques PhD, Marcelo Dutra Fragoso PhD (auth.)
No coin nor oath required. For personal study only.
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, 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.
Oswaldo Luiz do Valle Costa is Professor in the Department of Telecommunications and Control Engineering at the University of Sรฃo 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 Sรฃo Paulo.
Markov Jump Linear Systems....Pages 1-14
Background Material....Pages 15-28
On Stability....Pages 29-70
Optimal Control....Pages 71-100
Filtering....Pages 101-129
Quadratic Optimal Control with Partial Information....Pages 131-142
H โ -Control....Pages 143-166
Design Techniques and Examples....Pages 167-201
Probability Theory and Stochastic Processes; Operator Theory; Systems Theory, Control
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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
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
1.Introduction.- 2.A Few Tools and Notations.- 3.Mean Square Stability.- 4.Quadratic Optimal Control with Complete Observations.- 5.H2 Optimal Control With Complete Observations.- 6.Quadratic and H2 Optimal Control with Partial Observations.- 7.Best Linear Filter with Unknown (x(t), theta(t)).- 8.H
<P>This book covers crucial lacunae of the linear discrete-time time-invariant dynamical systems and introduces the reader to their treatment, while functioning under real, natural conditions, in forced regimes with arbitrary initial conditions. It provides novel theoretical tools necessary for the