Continuous Time Markov Jump Linear Systems

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Continuous-Time Markov Jump Linear Systems

Oswaldo Luiz do Valle Costa,Marcelo D. Fragoso,Marcos G. Todorov
Continuous Time Markov Jump Linear Systems Book PDF

Author : Oswaldo Luiz do Valle Costa,Marcelo D. Fragoso,Marcos G. Todorov
Publisher : Springer Science & Business Media
Page : 295 pages
File Size : 47,5 Mb
Release : 2012-12-18
Category : Mathematics
ISBN : 9783642341007

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Continuous-Time Markov Jump Linear Systems by Oswaldo Luiz do Valle Costa,Marcelo D. Fragoso,Marcos G. Todorov Pdf

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. ​

Discrete-Time Markov Jump Linear Systems

O.L.V. Costa,M.D. Fragoso,R.P. Marques
Discrete Time Markov Jump Linear Systems Book PDF

Author : O.L.V. Costa,M.D. Fragoso,R.P. Marques
Publisher : Springer Science & Business Media
Page : 287 pages
File Size : 42,7 Mb
Release : 2006-03-30
Category : Mathematics
ISBN : 9781846280825

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

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

Advances in the Control of Markov Jump Linear Systems with No Mode Observation

Alessandro N. Vargas,Eduardo F. Costa,João B. R. do Val
Advances in the Control of Markov Jump Linear Systems with No Mode Observation Book PDF

Author : Alessandro N. Vargas,Eduardo F. Costa,João B. R. do Val
Publisher : Springer
Page : 52 pages
File Size : 53,9 Mb
Release : 2016-05-27
Category : Technology & Engineering
ISBN : 9783319398358

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Advances in the Control of Markov Jump Linear Systems with No Mode Observation by Alessandro N. Vargas,Eduardo F. Costa,João B. R. do Val Pdf

This brief broadens readers’ understanding of stochastic control by highlighting recent advances in the design of optimal control for Markov jump linear systems (MJLS). It also presents an algorithm that attempts to solve this open stochastic control problem, and provides a real-time application for controlling the speed of direct current motors, illustrating the practical usefulness of MJLS. Particularly, it offers novel insights into the control of systems when the controller does not have access to the Markovian mode.

Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems

Cheng-ke Zhang,Huai-nian Zhu,Hai-ying Zhou,Ning Bin
Non cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems Book PDF

Author : Cheng-ke Zhang,Huai-nian Zhu,Hai-ying Zhou,Ning Bin
Publisher : Springer
Page : 187 pages
File Size : 43,7 Mb
Release : 2016-09-02
Category : Technology & Engineering
ISBN : 9783319405872

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Non-cooperative Stochastic Differential Game Theory of Generalized Markov Jump Linear Systems by Cheng-ke Zhang,Huai-nian Zhu,Hai-ying Zhou,Ning Bin Pdf

This book systematically studies the stochastic non-cooperative differential game theory of generalized linear Markov jump systems and its application in the field of finance and insurance. The book is an in-depth research book of the continuous time and discrete time linear quadratic stochastic differential game, in order to establish a relatively complete framework of dynamic non-cooperative differential game theory. It uses the method of dynamic programming principle and Riccati equation, and derives it into all kinds of existence conditions and calculating method of the equilibrium strategies of dynamic non-cooperative differential game. Based on the game theory method, this book studies the corresponding robust control problem, especially the existence condition and design method of the optimal robust control strategy. The book discusses the theoretical results and its applications in the risk control, option pricing, and the optimal investment problem in the field of finance and insurance, enriching the achievements of differential game research. This book can be used as a reference book for non-cooperative differential game study, for graduate students majored in economic management, science and engineering of institutions of higher learning.

Analysis and Design of Singular Markovian Jump Systems

Guoliang Wang,Qingling Zhang,Xinggang Yan
Analysis and Design of Singular Markovian Jump Systems Book PDF

Author : Guoliang Wang,Qingling Zhang,Xinggang Yan
Publisher : Springer
Page : 287 pages
File Size : 42,5 Mb
Release : 2014-07-17
Category : Technology & Engineering
ISBN : 9783319087238

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Analysis and Design of Singular Markovian Jump Systems by Guoliang Wang,Qingling Zhang,Xinggang Yan Pdf

This monograph is an up-to-date presentation of the analysis and design of singular Markovian jump systems (SMJSs) in which the transition rate matrix of the underlying systems is generally uncertain, partially unknown and designed. The problems addressed include stability, stabilization, H∞ control and filtering, observer design, and adaptive control. applications of Markov process are investigated by using Lyapunov theory, linear matrix inequalities (LMIs), S-procedure and the stochastic Barbalat’s Lemma, among other techniques. Features of the book include: · study of the stability problem for SMJSs with general transition rate matrices (TRMs); · stabilization for SMJSs by TRM design, noise control, proportional-derivative and partially mode-dependent control, in terms of LMIs with and without equation constraints; · mode-dependent and mode-independent H∞ control solutions with development of a type of disordered controller; · observer-based controllers of SMJSs in which both the designed observer and controller are either mode-dependent or mode-independent; · consideration of robust H∞ filtering in terms of uncertain TRM or filter parameters leading to a method for totally mode-independent filtering · development of LMI-based conditions for a class of adaptive state feedback controllers with almost-certainly-bounded estimated error and almost-certainly-asymptotically-stable corres ponding closed-loop system states · applications of Markov process on singular systems with norm bounded uncertainties and time-varying delays Analysis and Design of Singular Markovian Jump Systems contains valuable reference material for academic researchers wishing to explore the area. The contents are also suitable for a one-semester graduate course.

Analysis and Design of Markov Jump Systems with Complex Transition Probabilities

Lixian Zhang,Ting Yang,Peng Shi,Yanzheng Zhu
Analysis and Design of Markov Jump Systems with Complex Transition Probabilities Book PDF

Author : Lixian Zhang,Ting Yang,Peng Shi,Yanzheng Zhu
Publisher : Springer
Page : 263 pages
File Size : 52,8 Mb
Release : 2016-01-19
Category : Technology & Engineering
ISBN : 9783319288475

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Analysis and Design of Markov Jump Systems with Complex Transition Probabilities by Lixian Zhang,Ting Yang,Peng Shi,Yanzheng Zhu Pdf

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.

Control and Filtering for Semi-Markovian Jump Systems

Fanbiao Li,Peng Shi,Ligang Wu
Control and Filtering for Semi Markovian Jump Systems Book PDF

Author : Fanbiao Li,Peng Shi,Ligang Wu
Publisher : Springer
Page : 199 pages
File Size : 48,6 Mb
Release : 2016-11-04
Category : Technology & Engineering
ISBN : 9783319471990

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Control and Filtering for Semi-Markovian Jump Systems by Fanbiao Li,Peng Shi,Ligang Wu Pdf

This book presents up-to-date research developments and novel methodologies on semi-Markovian jump systems (S-MJS). It presents solutions to a series of problems with new approaches for the control and filtering of S-MJS, including stability analysis, sliding mode control, dynamic output feedback control, robust filter design, and fault detection. A set of newly developed techniques such as piecewise analysis method, positively invariant set approach, event-triggered method, and cone complementary linearization approaches are presented. Control and Filtering for Semi-Markovian Jump Systems is a comprehensive reference for researcher and practitioners working in control engineering, system sciences and applied mathematics, and is also a useful source of information for senior undergraduates and graduates in these areas. The readers will benefit from some new concepts, new models and new methodologies with practical significance in control engineering and signal processing.

Stability Analysis of Markovian Jump Systems

Yu Kang,Yun-Bo Zhao,Ping Zhao
Stability Analysis of Markovian Jump Systems Book PDF

Author : Yu Kang,Yun-Bo Zhao,Ping Zhao
Publisher : Springer
Page : 193 pages
File Size : 49,7 Mb
Release : 2017-09-08
Category : Technology & Engineering
ISBN : 9789811038600

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Stability Analysis of Markovian Jump Systems by Yu Kang,Yun-Bo Zhao,Ping Zhao Pdf

This book focuses on the stability analysis of Markovian jump systems (MJSs) with various settings and discusses its applications in several different areas. It also presents general definitions of the necessary concepts and an overview of the recent developments in MJSs. Further, it addresses the general robust problem of Markovian jump linear systems (MJLSs), the asynchronous stability of a class of nonlinear systems, the robust adaptive control scheme for a class of nonlinear uncertain MJSs, the practical stability of MJSs and its applications as a modelling tool for networked control systems, Markovian-based control for wheeled mobile manipulators and the jump-linear-quadratic (JLQ) problem of a class of continuous-time MJLSs. It is a valuable resource for researchers and graduate students in the field of control theory and engineering.

Positive Markov Jump Linear Systems

Paolo Bolzern,Patrizio Colaneri
Positive Markov Jump Linear Systems Book PDF

Author : Paolo Bolzern,Patrizio Colaneri
Publisher : Unknown
Page : 166 pages
File Size : 44,7 Mb
Release : 2015-12-04
Category : Technology & Engineering
ISBN : 1680830961

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Positive Markov Jump Linear Systems by Paolo Bolzern,Patrizio Colaneri Pdf

Positive Markov Jump Linear Systems are piecewise positive linear systems affected by a stochastic signal generated by a Markov chain. Positive systems naturally arise in the description of biological systems, compartmental models, population dynamics, traffic modeling, chemical reactions, queue processes, and so on. A rich literature on positive linear systems is now available. Positive Markov Jump Linear Systems is the first work to provide an overview of these developments. It outlines the typical applications of such systems, giving a detailed description of the mathematical theory underpinning the subject. Positive Markov Jump Linear Systems provides a comprehensive and timely introduction to the study of such systems. Readers who are new to the topic will find everything required to understand such systems in a concise and accessible form.

Non-Monotonic Approach to Robust H-Infinity Control of Multi-Model Systems

Jiwei Wen,Alireza Nasiri,Dhafer J. Almakhles,Sing Kiong Nguang
Non Monotonic Approach to Robust H Infinity Control of Multi Model Systems Book PDF

Author : Jiwei Wen,Alireza Nasiri,Dhafer J. Almakhles,Sing Kiong Nguang
Publisher : Academic Press
Page : 222 pages
File Size : 40,8 Mb
Release : 2019-06-21
Category : Technology & Engineering
ISBN : 9780128148686

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Non-Monotonic Approach to Robust H-Infinity Control of Multi-Model Systems by Jiwei Wen,Alireza Nasiri,Dhafer J. Almakhles,Sing Kiong Nguang Pdf

Non-monotonic Approach to Robust H∞ Control of Multi-model Systems focuses on robust analysis and synthesis problems for multi-model systems based on the non-monotonic Lyapunov Functionals (LFs) approach that enlarges the stability region and improves control performance. By fully considering the diversity of switching laws, the multi-step time difference, the multi-step prediction, and the expansion of system dimension, the non-monotonic LF can be properly constructed. The focus of this book is placed on the H∞ state feedback control, H∞ filtering and H∞ output feedback control for multi-model systems via a non-monotonic LF approach. The book's authors provide illustrative examples to show the feasibility and efficiency of the proposed methods, along with practical examples that demonstrate the effectiveness and potential of theoretical results. Offers tools for the analysis and design of control processes where the process can be represented by multi-models Presents a comprehensive explanation of recent developments in non-monotonic approaches to robust H-infinity control of multi-model systems Gives numerical examples and simulation results in each chapter to demonstrate engineering potential

Discrete Time Systems

Mario Alberto Jordán
Discrete Time Systems Book PDF

Author : Mario Alberto Jordán
Publisher : BoD – Books on Demand
Page : 541 pages
File Size : 44,9 Mb
Release : 2011-04-26
Category : Computers
ISBN : 9789533072005

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Discrete Time Systems by Mario Alberto Jordán Pdf

Discrete-Time Systems comprehend an important and broad research field. The consolidation of digital-based computational means in the present, pushes a technological tool into the field with a tremendous impact in areas like Control, Signal Processing, Communications, System Modelling and related Applications. This book attempts to give a scope in the wide area of Discrete-Time Systems. Their contents are grouped conveniently in sections according to significant areas, namely Filtering, Fixed and Adaptive Control Systems, Stability Problems and Miscellaneous Applications. We think that the contribution of the book enlarges the field of the Discrete-Time Systems with signification in the present state-of-the-art. Despite the vertiginous advance in the field, we also believe that the topics described here allow us also to look through some main tendencies in the next years in the research area.

Filtering and Control of Stochastic Jump Hybrid Systems

Xiuming Yao,Ligang Wu,Wei Xing Zheng
Filtering and Control of Stochastic Jump Hybrid Systems Book PDF

Author : Xiuming Yao,Ligang Wu,Wei Xing Zheng
Publisher : Springer
Page : 212 pages
File Size : 52,8 Mb
Release : 2016-04-20
Category : Technology & Engineering
ISBN : 9783319319155

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Filtering and Control of Stochastic Jump Hybrid Systems by Xiuming Yao,Ligang Wu,Wei Xing Zheng Pdf

This book presents recent research work on stochastic jump hybrid systems. Specifically, the considered stochastic jump hybrid systems include Markovian jump Ito stochastic systems, Markovian jump linear-parameter-varying (LPV) systems, Markovian jump singular systems, Markovian jump two-dimensional (2-D) systems, and Markovian jump repeated scalar nonlinear systems. Some sufficient conditions are first established respectively for the stability and performances of those kinds of stochastic jump hybrid systems in terms of solution of linear matrix inequalities (LMIs). Based on the derived analysis conditions, the filtering and control problems are addressed. The book presents up-to-date research developments and novel methodologies on stochastic jump hybrid systems. The contents can be divided into two parts: the first part is focused on robust filter design problem, while the second part is put the emphasis on robust control problem. These methodologies provide a framework for stability and performance analysis, robust controller design, and robust filter design for the considered systems. Solutions to the design problems are presented in terms of LMIs. The book is a timely reflection of the developing area of filtering and control theories for Markovian jump hybrid systems with various kinds of imperfect information. It is a collection of a series of latest research results and therefore serves as a useful textbook for senior and/or graduate students who are interested in knowing 1) the state-of-the-art of linear filtering and control areas, and 2) recent advances in stochastic jump hybrid systems. The readers will also benefit from some new concepts, new models and new methodologies with practical significance in control engineering and signal processing.

Analysis and Design for Positive Stochastic Jump Systems

Wenhai Qi,Guangdeng Zong
Analysis and Design for Positive Stochastic Jump Systems Book PDF

Author : Wenhai Qi,Guangdeng Zong
Publisher : Springer Nature
Page : 219 pages
File Size : 55,9 Mb
Release : 2022-09-19
Category : Technology & Engineering
ISBN : 9789811954900

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Analysis and Design for Positive Stochastic Jump Systems by Wenhai Qi,Guangdeng Zong Pdf

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. This is achieved by providing an in-depth study on several major topics such as stability, time delay, finite-time control, observer design, filter design, and fault detection for positive stochastic jump systems. The comprehensive and systematic treatment of positive systems is one of the major features of the book, which is particularly suited for readers who are interested to learn non-negative theory. By reading this book, the reader can obtain the most advanced analysis and design techniques for positive stochastic jump systems.

Modern Trends in Controlled Stochastic Processes:

Alexey Piunovskiy,Yi Zhang
Modern Trends in Controlled Stochastic Processes Book PDF

Author : Alexey Piunovskiy,Yi Zhang
Publisher : Springer Nature
Page : 356 pages
File Size : 44,8 Mb
Release : 2021-06-04
Category : Technology & Engineering
ISBN : 9783030769284

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Modern Trends in Controlled Stochastic Processes: by Alexey Piunovskiy,Yi Zhang Pdf

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. ​

Multi-model Jumping Systems: Robust Filtering and Fault Detection

Shuping He,Xiaoli Luan
Multi model Jumping Systems Robust Filtering and Fault Detection Book PDF

Author : Shuping He,Xiaoli Luan
Publisher : Springer Nature
Page : 188 pages
File Size : 50,6 Mb
Release : 2021-03-01
Category : Technology & Engineering
ISBN : 9789813364745

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Multi-model Jumping Systems: Robust Filtering and Fault Detection by Shuping He,Xiaoli Luan Pdf

This book focuses on multi-model systems, describing how to apply intelligent technologies to model complex multi-model systems by combining stochastic jumping system, neural network and fuzzy models. It focuses on robust filtering, including finite-time robust filtering, finite-frequency robust filtering and higher order moment robust filtering schemes, as well as fault detection problems for multi-model jump systems, such as observer-based robust fault detection, filtering-based robust fault detection and neural network-based robust fault detection methods. The book also demonstrates the validity and practicability of the theoretical results using simulation and practical examples, like circuit systems, robot systems and power systems. Further, it introduces readers to methods such as finite-time filtering, finite-frequency robust filtering, as well as higher order moment and neural network-based fault detection methods for multi-model jumping systems, allowing them to grasp the modeling, analysis and design of the multi-model systems presented and implement filtering and fault detection analysis for various systems, including circuit, network and mechanical systems.