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

• Κύριοι συγγραφείς: Vargas, Alessandro N. (Συγγραφέας), Costa, Eduardo F. (Συγγραφέας), do Val, João B. R. (Συγγραφέας)
• Συγγραφή απο Οργανισμό/Αρχή: SpringerLink (Online service)
• Μορφή: Ηλεκτρονική πηγή Ηλ. βιβλίο
• Γλώσσα: English
• Έκδοση: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Σειρά: SpringerBriefs in Electrical and Computer Engineering,
• Θέματα: Engineering.; Operator theory.; System theory.; Probabilities.; Control engineering.; Control.; Systems Theory, Control.; Probability Theory and Stochastic Processes.; Operator Theory.

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...

Πίνακας περιεχομένων:

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