Mathematical Methods In Robust Control Of Linear Stochastic Systems

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Mathematical Methods in Robust Control of Linear Stochastic Systems

Vasile Dragan,Toader Morozan,Adrian-Mihail Stoica
Mathematical Methods in Robust Control of Linear Stochastic Systems Book PDF

Author : Vasile Dragan,Toader Morozan,Adrian-Mihail Stoica
Publisher : Springer Science & Business Media
Page : 455 pages
File Size : 40,5 Mb
Release : 2013-10-04
Category : Science
ISBN : 9781461486633

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Mathematical Methods in Robust Control of Linear Stochastic Systems by Vasile Dragan,Toader Morozan,Adrian-Mihail Stoica Pdf

This second edition of Mathematical Methods in the Robust Control of Linear Stochastic Systems includes a large number of recent results in the control of linear stochastic systems. More specifically, the new results presented are: - A unified and abstract framework for Riccati type equations arising in the stochastic control - Stability and control problems for systems perturbed by homogeneous Markov processes with infinite number of states - Mixed H2 / H∞ control problem and numerical procedures - Linear differential equations with positive evolution on ordered Banach spaces with applications for stochastic systems including both multiplicative white noise and Markovian jumps represented by a Markov chain with countable infinite set of states - Kalman filtering for stochastic systems subject both to state dependent noise and Markovian jumps - H∞ reduced order filters for stochastic systems The book will appeal to graduate students, researchers in advanced control engineering, finance, mathematical systems theory, applied probability and stochastic processes, and numerical analysis. From Reviews of the First Edition: This book is concerned with robust control of stochastic systems. One of the main features is its coverage of jump Markovian systems. ... Overall, this book presents results taking into consideration both white noise and Markov chain perturbations. It is clearly written and should be useful for people working in applied mathematics and in control and systems theory. The references cited provide further reading sources. (George Yin, Mathematical Reviews, Issue 2007 m) This book considers linear time varying stochastic systems, subjected to white noise disturbances and system parameter Markovian jumping, in the context of optimal control ... robust stabilization, and disturbance attenuation. ... The material presented in the book is organized in seven chapters. ... The book is very well written and organized. ... is a valuable reference for all researchers and graduate students in applied mathematics and control engineering interested in linear stochastic time varying control systems with Markovian parameter jumping and white noise disturbances. (Zoran Gajic, SIAM Review, Vol. 49 (3), 2007)

Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems

Vasile Dragan,Toader Morozan,Adrian-Mihail Stoica
Mathematical Methods in Robust Control of Discrete Time Linear Stochastic Systems Book PDF

Author : Vasile Dragan,Toader Morozan,Adrian-Mihail Stoica
Publisher : Springer Science & Business Media
Page : 349 pages
File Size : 44,8 Mb
Release : 2009-11-10
Category : Mathematics
ISBN : 9781441906304

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Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems by Vasile Dragan,Toader Morozan,Adrian-Mihail Stoica Pdf

In this monograph the authors develop a theory for the robust control of discrete-time stochastic systems, subjected to both independent random perturbations and to Markov chains. Such systems are widely used to provide mathematical models for real processes in fields such as aerospace engineering, communications, manufacturing, finance and economy. The theory is a continuation of the authors’ work presented in their previous book entitled "Mathematical Methods in Robust Control of Linear Stochastic Systems" published by Springer in 2006. Key features: - Provides a common unifying framework for discrete-time stochastic systems corrupted with both independent random perturbations and with Markovian jumps which are usually treated separately in the control literature; - Covers preliminary material on probability theory, independent random variables, conditional expectation and Markov chains; - Proposes new numerical algorithms to solve coupled matrix algebraic Riccati equations; - Leads the reader in a natural way to the original results through a systematic presentation; - Presents new theoretical results with detailed numerical examples. The monograph is geared to researchers and graduate students in advanced control engineering, applied mathematics, mathematical systems theory and finance. It is also accessible to undergraduate students with a fundamental knowledge in the theory of stochastic systems.

Robust Control of Linear Systems and Nonlinear Control

M. A. Kaashoek,J. H. van Schuppen,A. C. M. Ran
Robust Control of Linear Systems and Nonlinear Control Book PDF

Author : M. A. Kaashoek,J. H. van Schuppen,A. C. M. Ran
Publisher : Springer Science & Business Media
Page : 657 pages
File Size : 53,8 Mb
Release : 2013-03-07
Category : Science
ISBN : 9781461244844

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Robust Control of Linear Systems and Nonlinear Control by M. A. Kaashoek,J. H. van Schuppen,A. C. M. Ran Pdf

This volume is the second of the three volume publication containing the proceedings of the 1989 International Symposium on the Mathemat ical Theory of Networks and Systems (MTNS-89), which was held in Amsterdam, The Netherlands, June 19-23, 1989 The International Symposia MTNS focus attention on problems from system and control theory, circuit theory and signal processing, which, in general, require application of sophisticated mathematical tools, such as from function and operator theory, linear algebra and matrix theory, differential and algebraic geometry. The interaction between advanced mathematical methods and practical engineering problems of circuits, systems and control, which is typical for MTNS, turns out to be most effective and is, as these proceedings show, a continuing source of exciting advances. The second volume contains invited papers and a large selection of other symposium presentations in the vast area of robust and nonlinear control. Modern developments in robust control and H-infinity theory, for finite as well as for infinite dimensional systems, are presented. A large part of the volume is devoted to nonlinear control. Special atten tion is paid to problems in robotics. Also the general theory of nonlinear and infinite dimensional systems is discussed. A couple of papers deal with problems of stochastic control and filterina. vi Preface The titles of the two other volumes are: Realization and Modelling in System Theory (volume 1) and Signal Processing, Scattering and Operator Theory, and Numerical Methods (volume 3).

Linear Stochastic Control Systems

Goong Chen,Guanrong Chen,Shih-Hsun Hsu
Linear Stochastic Control Systems Book PDF

Author : Goong Chen,Guanrong Chen,Shih-Hsun Hsu
Publisher : CRC Press
Page : 404 pages
File Size : 41,6 Mb
Release : 1995-07-12
Category : Business & Economics
ISBN : 0849380758

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Linear Stochastic Control Systems by Goong Chen,Guanrong Chen,Shih-Hsun Hsu Pdf

Linear Stochastic Control Systems presents a thorough description of the mathematical theory and fundamental principles of linear stochastic control systems. Both continuous-time and discrete-time systems are thoroughly covered. Reviews of the modern probability and random processes theories and the Itô stochastic differential equations are provided. Discrete-time stochastic systems theory, optimal estimation and Kalman filtering, and optimal stochastic control theory are studied in detail. A modern treatment of these same topics for continuous-time stochastic control systems is included. The text is written in an easy-to-understand style, and the reader needs only to have a background of elementary real analysis and linear deterministic systems theory to comprehend the subject matter. This graduate textbook is also suitable for self-study, professional training, and as a handy research reference. Linear Stochastic Control Systems is self-contained and provides a step-by-step development of the theory, with many illustrative examples, exercises, and engineering applications.

Robust Control of Linear Systems and Nonlinear Control

M. A. Kaashoek,J. H. van Schuppen,A. C. M. Ran
Robust Control of Linear Systems and Nonlinear Control Book PDF

Author : M. A. Kaashoek,J. H. van Schuppen,A. C. M. Ran
Publisher : Springer Science & Business Media
Page : 684 pages
File Size : 42,9 Mb
Release : 1990
Category : Juvenile Nonfiction
ISBN : 0817634703

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Robust Control of Linear Systems and Nonlinear Control by M. A. Kaashoek,J. H. van Schuppen,A. C. M. Ran Pdf

This volume is the second of the three volume publication containing the proceedings of the 1989 International Symposium on the Mathemat ical Theory of Networks and Systems (MTNS-89), which was held in Amsterdam, The Netherlands, June 19-23, 1989 The International Symposia MTNS focus attention on problems from system and control theory, circuit theory and signal processing, which, in general, require application of sophisticated mathematical tools, such as from function and operator theory, linear algebra and matrix theory, differential and algebraic geometry. The interaction between advanced mathematical methods and practical engineering problems of circuits, systems and control, which is typical for MTNS, turns out to be most effective and is, as these proceedings show, a continuing source of exciting advances. The second volume contains invited papers and a large selection of other symposium presentations in the vast area of robust and nonlinear control. Modern developments in robust control and H-infinity theory, for finite as well as for infinite dimensional systems, are presented. A large part of the volume is devoted to nonlinear control. Special atten tion is paid to problems in robotics. Also the general theory of nonlinear and infinite dimensional systems is discussed. A couple of papers deal with problems of stochastic control and filterina. vi Preface The titles of the two other volumes are: Realization and Modelling in System Theory (volume 1) and Signal Processing, Scattering and Operator Theory, and Numerical Methods (volume 3).

Robust Control of Linear Systems and Nonlinear Control

M. A. Kaashoek,J. H. van Schuppen,A. C. M. Ran
Robust Control of Linear Systems and Nonlinear Control Book PDF

Author : M. A. Kaashoek,J. H. van Schuppen,A. C. M. Ran
Publisher : Birkhäuser
Page : 655 pages
File Size : 40,6 Mb
Release : 2012-01-26
Category : Science
ISBN : 1461288398

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Robust Control of Linear Systems and Nonlinear Control by M. A. Kaashoek,J. H. van Schuppen,A. C. M. Ran Pdf

This volume is the second of the three volume publication containing the proceedings of the 1989 International Symposium on the Mathemat ical Theory of Networks and Systems (MTNS-89), which was held in Amsterdam, The Netherlands, June 19-23, 1989 The International Symposia MTNS focus attention on problems from system and control theory, circuit theory and signal processing, which, in general, require application of sophisticated mathematical tools, such as from function and operator theory, linear algebra and matrix theory, differential and algebraic geometry. The interaction between advanced mathematical methods and practical engineering problems of circuits, systems and control, which is typical for MTNS, turns out to be most effective and is, as these proceedings show, a continuing source of exciting advances. The second volume contains invited papers and a large selection of other symposium presentations in the vast area of robust and nonlinear control. Modern developments in robust control and H-infinity theory, for finite as well as for infinite dimensional systems, are presented. A large part of the volume is devoted to nonlinear control. Special atten tion is paid to problems in robotics. Also the general theory of nonlinear and infinite dimensional systems is discussed. A couple of papers deal with problems of stochastic control and filterina. vi Preface The titles of the two other volumes are: Realization and Modelling in System Theory (volume 1) and Signal Processing, Scattering and Operator Theory, and Numerical Methods (volume 3).

Stochastic H2/H ∞ Control: A Nash Game Approach

Weihai Zhang,Lihua Xie,Bor-Sen Chen
Stochastic H2 H Control A Nash Game Approach Book PDF

Author : Weihai Zhang,Lihua Xie,Bor-Sen Chen
Publisher : CRC Press
Page : 421 pages
File Size : 47,9 Mb
Release : 2017-08-07
Category : Computers
ISBN : 9781351643979

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Stochastic H2/H ∞ Control: A Nash Game Approach by Weihai Zhang,Lihua Xie,Bor-Sen Chen Pdf

The H∞ control has been one of the important robust control approaches since the 1980s. This book extends the area to nonlinear stochastic H2/H∞ control, and studies more complex and practically useful mixed H2/H∞ controller synthesis rather than the pure H∞ control. Different from the commonly used convex optimization method, this book applies the Nash game approach to give necessary and sufficient conditions for the existence and uniqueness of the mixed H2/H∞ control. Researchers will benefit from our detailed exposition of the stochastic mixed H2/H∞ control theory, while practitioners can apply our efficient algorithms to address their practical problems.

Mathematical and Statistical Applications in Life Sciences and Engineering

Avishek Adhikari,Mahima Ranjan Adhikari,Yogendra Prasad Chaubey
Mathematical and Statistical Applications in Life Sciences and Engineering Book PDF

Author : Avishek Adhikari,Mahima Ranjan Adhikari,Yogendra Prasad Chaubey
Publisher : Springer
Page : 372 pages
File Size : 45,6 Mb
Release : 2017-12-06
Category : Mathematics
ISBN : 9789811053702

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Mathematical and Statistical Applications in Life Sciences and Engineering by Avishek Adhikari,Mahima Ranjan Adhikari,Yogendra Prasad Chaubey Pdf

The book includes articles from eminent international scientists discussing a wide spectrum of topics of current importance in mathematics and statistics and their applications. It presents state-of-the-art material along with a clear and detailed review of the relevant topics and issues concerned. The topics discussed include message transmission, colouring problem, control of stochastic structures and information dynamics, image denoising, life testing and reliability, survival and frailty models, analysis of drought periods, prediction of genomic profiles, competing risks, environmental applications and chronic disease control. It is a valuable resource for researchers and practitioners in the relevant areas of mathematics and statistics.

The Robust Maximum Principle

Vladimir G. Boltyanski,Alexander S. Poznyak
The Robust Maximum Principle Book PDF

Author : Vladimir G. Boltyanski,Alexander S. Poznyak
Publisher : Springer Science & Business Media
Page : 440 pages
File Size : 41,5 Mb
Release : 2011-11-06
Category : Science
ISBN : 9780817681524

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The Robust Maximum Principle by Vladimir G. Boltyanski,Alexander S. Poznyak Pdf

Covering some of the key areas of optimal control theory (OCT), a rapidly expanding field, the authors use new methods to set out a version of OCT’s more refined ‘maximum principle.’ The results obtained have applications in production planning, reinsurance-dividend management, multi-model sliding mode control, and multi-model differential games. This book explores material that will be of great interest to post-graduate students, researchers, and practitioners in applied mathematics and engineering, particularly in the area of systems and control.

System Modeling and Optimization

Lorena Bociu,Jean-Antoine Désidéri,Abderrahmane Habbal
System Modeling and Optimization Book PDF

Author : Lorena Bociu,Jean-Antoine Désidéri,Abderrahmane Habbal
Publisher : Springer
Page : 530 pages
File Size : 52,8 Mb
Release : 2017-04-10
Category : Computers
ISBN : 9783319557953

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System Modeling and Optimization by Lorena Bociu,Jean-Antoine Désidéri,Abderrahmane Habbal Pdf

This book is a collection of thoroughly refereed papers presented at the 27th IFIP TC 7 Conference on System Modeling and Optimization, held in Sophia Antipolis, France, in June/July 2015. The 48 revised papers were carefully reviewed and selected from numerous submissions. They cover the latest progress in their respective areas and encompass broad aspects of system modeling and optimiza-tion, such as modeling and analysis of systems governed by Partial Differential Equations (PDEs) or Ordinary Differential Equations (ODEs), control of PDEs/ODEs, nonlinear optimization, stochastic optimization, multi-objective optimization, combinatorial optimization, industrial applications, and numericsof PDEs.

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 : 53,5 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. ​

Stochastic Networked Control Systems

Serdar Yüksel,Tamer Başar
Stochastic Networked Control Systems Book PDF

Author : Serdar Yüksel,Tamer Başar
Publisher : Springer Science & Business Media
Page : 491 pages
File Size : 44,7 Mb
Release : 2013-05-21
Category : Mathematics
ISBN : 9781461470854

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Stochastic Networked Control Systems by Serdar Yüksel,Tamer Başar Pdf

Networked control systems are increasingly ubiquitous today, with applications ranging from vehicle communication and adaptive power grids to space exploration and economics. The optimal design of such systems presents major challenges, requiring tools from various disciplines within applied mathematics such as decentralized control, stochastic control, information theory, and quantization. A thorough, self-contained book, Stochastic Networked Control Systems: Stabilization and Optimization under Information Constraints aims to connect these diverse disciplines with precision and rigor, while conveying design guidelines to controller architects. Unique in the literature, it lays a comprehensive theoretical foundation for the study of networked control systems, and introduces an array of concrete tools for work in the field. Salient features included: · Characterization, comparison and optimal design of information structures in static and dynamic teams. Operational, structural and topological properties of information structures in optimal decision making, with a systematic program for generating optimal encoding and control policies. The notion of signaling, and its utilization in stabilization and optimization of decentralized control systems. · Presentation of mathematical methods for stochastic stability of networked control systems using random-time, state-dependent drift conditions and martingale methods. · Characterization and study of information channels leading to various forms of stochastic stability such as stationarity, ergodicity, and quadratic stability; and connections with information and quantization theories. Analysis of various classes of centralized and decentralized control systems. · Jointly optimal design of encoding and control policies over various information channels and under general optimization criteria, including a detailed coverage of linear-quadratic-Gaussian models. · Decentralized agreement and dynamic optimization under information constraints. This monograph is geared toward a broad audience of academic and industrial researchers interested in control theory, information theory, optimization, economics, and applied mathematics. It could likewise serve as a supplemental graduate text. The reader is expected to have some familiarity with linear systems, stochastic processes, and Markov chains, but the necessary background can also be acquired in part through the four appendices included at the end. · Characterization, comparison and optimal design of information structures in static and dynamic teams. Operational, structural and topological properties of information structures in optimal decision making, with a systematic program for generating optimal encoding and control policies. The notion of signaling, and its utilization in stabilization and optimization of decentralized control systems. · Presentation of mathematical methods for stochastic stability of networked control systems using random-time, state-dependent drift conditions and martingale methods. · Characterization and study of information channels leading to various forms of stochastic stability such as stationarity, ergodicity, and quadratic stability; and connections with information and quantization theories. Analysis of various classes of centralized and decentralized control systems. · Jointly optimal design of encoding and control policies over various information channels and under general optimization criteria, including a detailed coverage of linear-quadratic-Gaussian models. · Decentralized agreement and dynamic optimization under information constraints. This monograph is geared toward a broad audience of academic and industrial researchers interested in control theory, information theory, optimization, economics, and applied mathematics. It could likewise serve as a supplemental graduate text. The reader is expected to have some familiarity with linear systems, stochastic processes, and Markov chains, but the necessary background can also be acquired in part through the four appendices included at the end.

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 : 52,5 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. ​

Linear Stochastic Systems

Peter E. Caines
Linear Stochastic Systems Book PDF

Author : Peter E. Caines
Publisher : SIAM
Page : 874 pages
File Size : 49,9 Mb
Release : 2018-06-12
Category : Mathematics
ISBN : 9781611974713

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Linear Stochastic Systems by Peter E. Caines Pdf

Linear Stochastic Systems, originally published in 1988, is today as comprehensive a reference to the theory of linear discrete-time-parameter systems as ever. Its most outstanding feature is the unified presentation, including both input-output and state space representations of stochastic linear systems, together with their interrelationships. The author first covers the foundations of linear stochastic systems and then continues through to more sophisticated topics including the fundamentals of stochastic processes and the construction of stochastic systems; an integrated exposition of the theories of prediction, realization (modeling), parameter estimation, and control; and a presentation of stochastic adaptive control theory. Written in a clear, concise manner and accessible to graduate students, researchers, and teachers, this classic volume also includes background material to make it self-contained and has complete proofs for all the principal results of the book. Furthermore, this edition includes many corrections of errata collected over the years.

Proceedings of 2023 Chinese Intelligent Systems Conference

Yingmin Jia,Weicun Zhang,Yongling Fu,Jiqiang Wang
Proceedings of 2023 Chinese Intelligent Systems Conference Book PDF

Author : Yingmin Jia,Weicun Zhang,Yongling Fu,Jiqiang Wang
Publisher : Springer Nature
Page : 850 pages
File Size : 51,9 Mb
Release : 2023-11-05
Category : Technology & Engineering
ISBN : 9789819968862

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Proceedings of 2023 Chinese Intelligent Systems Conference by Yingmin Jia,Weicun Zhang,Yongling Fu,Jiqiang Wang Pdf

This book constitutes the proceedings of the 19th Chinese Intelligent Systems Conference, CISC 2023, which was held during October 14–15, 2023, in Ningbo, Zhejiang, China. The book focuses on new theoretical results and techniques in the field of intelligent systems and control. This is achieved by providing in-depth studies of a number of important topics such as multi-agent systems, complex networks, intelligent robots, complex systems theory and swarm behavior, event-driven and data-driven control, robust and adaptive control, big data and brain science, process control, intelligent sensors and detection technology, deep learning and learning control, navigation and control of aerial vehicles, and so on. The book is particularly suitable for readers interested in learning intelligent systems and control and artificial intelligence. The book can benefit researchers, engineers and graduate students.