Continuous-Time Markov Jump Linear Systems

Nonfiction, Science & Nature, Science, Other Sciences, System Theory, Mathematics, Statistics
Cover of the book Continuous-Time Markov Jump Linear Systems by Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov, Springer Berlin Heidelberg
View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart
Author: Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov ISBN: 9783642341007
Publisher: Springer Berlin Heidelberg Publication: December 18, 2012
Imprint: Springer Language: English
Author: Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
ISBN: 9783642341007
Publisher: Springer Berlin Heidelberg
Publication: December 18, 2012
Imprint: Springer
Language: English

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. ​

View on Amazon View on AbeBooks View on Kobo View on B.Depository View on eBay View on Walmart

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. ​

More books from Springer Berlin Heidelberg

Cover of the book Health Technology Assessment by Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
Cover of the book Numerical Analysis of Heat and Mass Transfer in Porous Media by Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
Cover of the book Therapeutic Ribonucleic Acids in Brain Tumors by Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
Cover of the book Das kleine Handbuch für angehende Raumfahrer by Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
Cover of the book Übungsaufgaben zur Mathematik für Ingenieure by Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
Cover of the book Advanced Fluorescence Reporters in Chemistry and Biology I by Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
Cover of the book Handbook on Business Process Management 2 by Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
Cover of the book Computational Viscoelasticity by Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
Cover of the book Software Quality by Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
Cover of the book Chemische Elemente und ihre Spezies by Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
Cover of the book Verkehrssicherheit by Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
Cover of the book Production Economics by Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
Cover of the book Tobacco or Health? by Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
Cover of the book E-Business and Telecommunications by Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
Cover of the book Grundlagen der Elektrotechnik und Elektronik 2 by Oswaldo Luiz do Valle Costa, Marcelo D. Fragoso, Marcos G. Todorov
We use our own "cookies" and third party cookies to improve services and to see statistical information. By using this website, you agree to our Privacy Policy