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

1. Auflage 2016
ISBN: 978-3-319-39834-1
Verlag: Springer

Buch, Englisch, 48 Seiten, Format (B × H): 155 mm x 235 mm, Gewicht: 1007 g

Reihe: SpringerBriefs in Electrical and Computer Engineering

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.

Zielgruppe

Research

Autoren/Hrsg.

Vargas, Alessandro N.

Costa, Eduardo F.

do Val, João B. R.

Fachgebiete

• Mathematik | Informatik Mathematik Mathematische Analysis Funktionalanalysis
• Technische Wissenschaften Elektronik | Nachrichtentechnik Nachrichten- und Kommunikationstechnik Regelungstechnik
• Interdisziplinäres Wissenschaften Wissenschaften: Forschung und Information Kybernetik, Systemtheorie, Komplexe Systeme
• Mathematik | Informatik Mathematik Mathematik Interdisziplinär Systemtheorie

Inhaltsverzeichnis

Preliminaries.- Finite-Time Control Problem.- Approximation of the Optimal Long-Run Average-Cost Control Problem.- References.