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

• Main Authors: Vargas, Alessandro N. (Author), Costa, Eduardo F. (Author), do Val, João B. R. (Author)
• Corporate Author: SpringerLink (Online service)
• Format: Electronic eBook
• Language: English
• Published: Cham : Springer International Publishing : Imprint: Springer, 2016.
• Series: SpringerBriefs in Electrical and Computer Engineering,
• Subjects: 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...