β Scribed by El-KΓ©bir Boukas (auth.)
No coin nor oath required. For personal study only.
Stochastic switching systems represent an interesting class, which can be used to model a variety of systems having abrupt random changes in their dynamics. Such systems may be found in the fields of manufacturing, communications, aerospace, power, and economics.
This work presents stochastic switching systems and provides up-to-date methods and techniques for the analysis and design of various control systems with or without uncertainties. An introductory chapter highlights basic concepts and practical models, which are then used to solve more advanced problems throughout the book. Included are many numerical examples as well as LMI analysis methods and design approaches to supplement the developed results.
Specific topics covered include:
* The stochastic stability problem and its robustness.
* The stabilization problem; different controllers such as the state feedback, output feedback, and observer-based output feedback are designed for nominal and uncertain systems using LMI conditions.
* Systems with external disturbances; different approaches are developed to reject the external disturbances.
* The filtering problem for the class of systems with Markovian jump parameters; Kalman and H-infinity filtering problems are treated and LMI conditions are developed to synthesize the gains of these filters.
* Systems with singular Markovian jump parameters.
Stochastic Switching Systems may be used as a supplementary textbook for graduate-level engineering courses, or as a reference for control engineers, graduate students, and researchers in systems and control. Prerequisites include elementary courses in matrix theory, probability, optimization techniques, and control systems theory.
Introduction....Pages 1-20
Stability Problem....Pages 21-60
Stabilization Problem....Pages 61-178
β β Control Problem....Pages 179-309
Filtering Problem....Pages 311-351
Singular Stochastic Switching Systems....Pages 353-374
Applications of Mathematics
π SIMILAR VOLUMES
An introductory chapter highlights basics concepts and practical models, which are then used to solve more advanced problems throughout the book. Included are many numerical examples and LMI synthesis methods and design approaches.
An introductory chapter highlights basics concepts and practical models, which are then used to solve more advanced problems throughout the book. Included are many numerical examples and LMI synthesis methods and design approaches.
Introduction.- Discrete-Time Markov Models.- Poisson Processes.- Continuous-Time Markov Models.- Generalized Markov Models.- Queueing Models.- Brownian Motion. This book provides a self-contained review of all the relevant topics in probability theory. A software package called MAXIM, which runs
<span>The book focuses on analysis and design for positive stochastic jump systems. By using multiple linear co-positive Lyapunov function method and linear programming technique, a basic theoretical framework is formed toward the issues of analysis and design for positive stochastic jump systems. T
<P>In this volume the important concept of switched and impulsive control is discussed, with a wide field of applications in the analysis and control of complex systems. This monograph provides the reader with a comprehensive coverage of switched and impulsive systems, including new original work wi