Robust Control Of Jump Linear Stochastic Systems

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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.

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)

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

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.

System Modeling And Optimization

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Author : Lorena Bociu
language : en
Publisher: Springer
Release Date : 2017-04-10

System Modeling And Optimization written by Lorena Bociu and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-04-10 with Computers categories.

This book is a collection of thoroughly refereed papers presented at the 27th IFIP TC 7 Conference on System Modeling and Optimization, held in Sophia Antipolis, France, in June/July 2015. The 48 revised papers were carefully reviewed and selected from numerous submissions. They cover the latest progress in their respective areas and encompass broad aspects of system modeling and optimiza-tion, such as modeling and analysis of systems governed by Partial Differential Equations (PDEs) or Ordinary Differential Equations (ODEs), control of PDEs/ODEs, nonlinear optimization, stochastic optimization, multi-objective optimization, combinatorial optimization, industrial applications, and numericsof PDEs.

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.

Multi Objective Optimization System Designs And Their Applications

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Author : Bor-Sen Chen
language : en
Publisher: CRC Press
Release Date : 2023-12-05

Multi Objective Optimization System Designs And Their Applications written by Bor-Sen Chen and has been published by CRC Press this book supported file pdf, txt, epub, kindle and other format this book has been release on 2023-12-05 with Technology & Engineering categories.

This book introduces multi-objective design methods to solve multi-objective optimization problems (MOPs) of linear/nonlinear dynamic systems under intrinsic random fluctuation and external disturbance. The MOPs of multiple targets for systems are all transformed into equivalent linear matrix inequality (LMI)-constrained MOPs. Corresponding reverse-order LMI-constrained multi-objective evolution algorithms are introduced to solve LMI-constrained MOPs using MATLAB®. All proposed design methods are based on rigorous theoretical results, and their applications are focused on more practical engineering design examples. Features: Discusses multi-objective optimization from an engineer’s perspective Contains the theoretical design methods of multi-objective optimization schemes Includes a wide spectrum of recent research topics in control design, especially for stochastic mean field diffusion problems Covers practical applications in each chapter, like missile guidance design, economic and financial systems, power control tracking, minimization design in communication, and so forth Explores practical multi-objective optimization design examples in control, signal processing, communication, and cyber-financial systems This book is aimed at researchers and graduate students in electrical engineering, control design, and optimization.

Proceedings Of 2020 Chinese Intelligent Systems Conference

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Author : Yingmin Jia
language : en
Publisher: Springer Nature
Release Date : 2020-09-23

Proceedings Of 2020 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 2020-09-23 with Technology & Engineering categories.

The book focuses on new theoretical results and techniques in the field of intelligent systems and control. It provides in-depth studies on a number of major topics such as Multi-Agent Systems, Complex Networks, Intelligent Robots, Complex System Theory and Swarm Behavior, Event-Triggered Control and Data-Driven Control, Robust and Adaptive Control, Big Data and Brain Science, Process Control, Intelligent Sensor and Detection Technology, Deep learning and Learning Control Guidance, Navigation and Control of Flight Vehicles and so on. Given its scope, the book will benefit all researchers, engineers, and graduate students who want to learn about cutting-edge advances in intelligent systems, intelligent control, and artificial intelligence.

H Infinity Control And Estimation Of State Multiplicative Linear Systems

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Author : Eli Gershon
language : en
Publisher: Springer Science & Business Media
Release Date : 2005-06-24

H Infinity Control And Estimation Of State Multiplicative Linear Systems written by Eli Gershon 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 2005-06-24 with Technology & Engineering categories.

Multiplicative noise appears in systems where the process or measurement noise levels depend on the system state vector. Such systems are relevant, for example, in radar measurements where larger ranges involve higher noise level. This monograph embodies a comprehensive survey of the relevant literature with basic problems being formulated and solved by applying various techniques including game theory, linear matrix inequalities and Lyapunov parameter-dependent functions. Topics covered include: convex H2 and H-infinity norms analysis of systems with multiplicative noise; state feedback control and state estimation of systems with multiplicative noise; dynamic and static output feedback of stochastic bilinear systems; tracking controllers for stochastic bilinear systems utilizing preview information. Various examples which demonstrate the applicability of the theory to practical control engineering problems are considered; two such examples are taken from the aerospace and guidance control areas.

Stability Analysis Of Markovian Jump Systems

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Author : Yu Kang
language : en
Publisher: Springer
Release Date : 2017-09-08

Stability Analysis Of Markovian Jump Systems written by Yu Kang and has been published by Springer this book supported file pdf, txt, epub, kindle and other format this book has been release on 2017-09-08 with Technology & Engineering categories.

This book focuses on the stability analysis of Markovian jump systems (MJSs) with various settings and discusses its applications in several different areas. It also presents general definitions of the necessary concepts and an overview of the recent developments in MJSs. Further, it addresses the general robust problem of Markovian jump linear systems (MJLSs), the asynchronous stability of a class of nonlinear systems, the robust adaptive control scheme for a class of nonlinear uncertain MJSs, the practical stability of MJSs and its applications as a modelling tool for networked control systems, Markovian-based control for wheeled mobile manipulators and the jump-linear-quadratic (JLQ) problem of a class of continuous-time MJLSs. It is a valuable resource for researchers and graduate students in the field of control theory and engineering.