Mathematical Methods In Robust Control Of Discrete Time Linear Stochastic Systems
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Mathematical Methods In Robust Control Of Discrete Time Linear Stochastic Systems
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Author : Vasile Dragan
language : en
Publisher: Springer Science & Business Media
Release Date : 2009-11-10
Mathematical Methods In Robust Control Of Discrete Time Linear Stochastic Systems written by Vasile Dragan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2009-11-10 with Mathematics categories.
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.
Mathematical Methods In Robust Control Of Linear Stochastic Systems
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Author : Vasile Dragan
language : en
Publisher: Springer Science & Business Media
Release Date : 2013-10-04
Mathematical Methods In Robust Control Of Linear Stochastic Systems written by Vasile Dragan and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2013-10-04 with Science categories.
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)
Robust Control Of Jump Linear Stochastic Systems
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Author : Vasile Drăgan
language : en
Publisher: Springer Nature
Release Date : 2025-07-18
Robust Control Of Jump Linear Stochastic Systems written by Vasile Drăgan and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2025-07-18 with Science categories.
This monograph concentrates on the theory of robust control of linear impulsive stochastic systems and stochastic systems with jumps. It discusses theoretical points concerned with impulsive stochastic systems including optimal control, robust stabilization, and H2- and Hinfinity-type results. Considering the major role played by the impulsive Lyapunov and impulsive Riccati equations in these problems, the book presents a thorough treatment of these equations in a general framework. It also presents various applications to sampled-data control. Robust Control of Jump Linear Stochastic Systems is a self-contained and clearly structured presentation of up-to-date research in this area, relevant to researchers in control theory and to non-specialists who are interested in the theory of robust control of linear impulsive stochastic systems. Theoretical and applied mathematicians, research engineers, and graduate students in the aforementioned fields will also find value in this book.
Discrete Time Markov Jump Linear Systems
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Author : O.L.V. Costa
language : en
Publisher: Springer Science & Business Media
Release Date : 2006-03-30
Discrete Time Markov Jump Linear Systems written by O.L.V. Costa and has been published by Springer Science & Business Media this book supported file pdf, txt, epub, kindle and other format this book has been release on 2006-03-30 with Mathematics categories.
Safety critical and high-integrity systems, such as industrial plants and economic systems can be subject to abrupt changes - for instance due to component or interconnection failure, and sudden environment changes etc. Combining probability and operator theory, Discrete-Time Markov Jump Linear Systems provides a unified and rigorous treatment of recent results for the control theory of discrete jump linear systems, which are used in these areas of application. The book is designed for experts in linear systems with Markov jump parameters, but is also of interest for specialists in stochastic control since it presents stochastic control problems for which an explicit solution is possible - making the book suitable for course use. From the reviews: "This text is very well written...it may prove valuable to those who work in the area, are at home with its mathematics, and are interested in stability of linear systems, optimal control, and filtering." Journal of the American Statistical Association, December 2005
Modeling Stochastic Control Optimization And Applications
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Author : George Yin
language : en
Publisher: Springer
Release Date : 2019-07-16
Modeling Stochastic Control Optimization And Applications written by George Yin and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2019-07-16 with Mathematics categories.
This volume collects papers, based on invited talks given at the IMA workshop in Modeling, Stochastic Control, Optimization, and Related Applications, held at the Institute for Mathematics and Its Applications, University of Minnesota, during May and June, 2018. There were four week-long workshops during the conference. They are (1) stochastic control, computation methods, and applications, (2) queueing theory and networked systems, (3) ecological and biological applications, and (4) finance and economics applications. For broader impacts, researchers from different fields covering both theoretically oriented and application intensive areas were invited to participate in the conference. It brought together researchers from multi-disciplinary communities in applied mathematics, applied probability, engineering, biology, ecology, and networked science, to review, and substantially update most recent progress. As an archive, this volume presents some of the highlights of the workshops, and collect papers covering a broad range of topics.
Trackability And Tracking Of General Linear Systems
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Author : Lyubomir T. Gruyitch
language : en
Publisher: CRC Press
Release Date : 2018-10-31
Trackability And Tracking Of General Linear Systems written by Lyubomir T. Gruyitch and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2018-10-31 with Computers categories.
Trackability and Tracking of General Linear Systems deals with five classes of the systems, three of which are new, begins with the definition of time together with a brief description of its crucial properties and with the principles of the physical uniqueness and continuity of physical variables. They are essential for the natural tracking control synthesis. The book presents further new results on the new compact, simple and elegant calculus that enabled the generalization of the transfer function matrix concept and of the state concept, the completion of the trackability and tracking concepts together with the proofs of the trackability and tracking criteria, as well as the natural tracking control synthesis for all five classes of the systems. Features • Crucially broadens the state space concept and the complex domain fundamentals of the dynamical systems to the control systems. • Addresses the knowledge and ability necessary to study and design control systems that will satisfy the fundamental control goal. • Outlines new effective mathematical means for effective complete analysis and synthesis of the control systems. • Upgrades, completes and essentially generalizes the control theory beyond the existing boundaries. • Provides information necessary to create and teach advanced inherently upgraded control courses.
Stochastic H2 H Control A Nash Game Approach
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Author : Weihai Zhang
language : en
Publisher: CRC Press
Release Date : 2017-08-07
Stochastic H2 H Control A Nash Game Approach written by Weihai Zhang and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-08-07 with Computers categories.
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.
Recent Results On Time Delay Systems
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Author : Emmanuel Witrant
language : en
Publisher: Springer
Release Date : 2016-02-02
Recent Results On Time Delay Systems written by Emmanuel Witrant and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-02-02 with Technology & Engineering categories.
This book mostly results from a selection of papers presented during the 11th IFAC (International Federation of Automatic Control) Workshop on Time-Delay Systems, which took place in Grenoble, France, February 4 - 6, 2013. During this event, 37 papers were presented. Taking into account the reviewers' evaluation and the papers' presentation the best papers have been selected and collected into the present volume. The authors of 13 selected papers were invited to participate to this book and provided a more detailed and improved version of the conference paper. To enrich the book, three more chapters have been included from specialists on time-delay systems who presented their work during the 52nd IEEE Conference on Decision and Control, which held in December 10 - 13, 2013, at Florence, Italy. The content of the book is divided into four main parts as follows: Modeling, Stability analysis, Stabilization and control, and Input-delay systems. Focusing on various topics of time-delay systems, this book will be interesting for researchers and graduate students working on control and system theory.
New Trends In Differential Equations Control Theory And Optimization Proceedings Of The 8th Congress Of Romanian Mathematicians
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Author : Viorel Barbu
language : en
Publisher: World Scientific
Release Date : 2016-06-17
New Trends In Differential Equations Control Theory And Optimization Proceedings Of The 8th Congress Of Romanian Mathematicians written by Viorel Barbu and has been published by World Scientific this book supported file pdf, txt, epub, kindle and other format this book has been release on 2016-06-17 with Mathematics categories.
The volume contains a collection of original papers and surveys in various areas of Differential Equations, Control Theory and Optimization written by well-known specialists and is thus useful for PhD students and researchers in applied mathematics.
Proceedings Of 2023 Chinese Intelligent Systems Conference
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Author : Yingmin Jia
language : en
Publisher: Springer Nature
Release Date : 2023-10-07
Proceedings Of 2023 Chinese Intelligent Systems Conference written by Yingmin Jia and has been published by Springer Nature this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-10-07 with Technology & Engineering categories.
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.