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

Alessandro N. Vargas, Eduardo F. Costa, João B. R. do Val (Autoren)

eBook Download: PDF

2016 | 1st ed. 2016
V, 48 Seiten
Springer International Publishing (Verlag)
978-3-319-39835-8 (ISBN)

Infos

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 controlling the speed of direct current motors, illustrating the practical usefulness of MJLS. Particularly, it offers novel insights into the control of systems when the controller does not have access to the Markovian mode.

Inhalt

Contents 6
Preliminaries 7
1 Introduction 7
References 10
Finite-Time Control Problem 12
1 Finite-Time Control Problem: Variational Method 12
2 Definitions and Basic Concepts 12
2.1 Main Results 15
2.2 Numerical Method for the Necessary Optimal Condition 17
2.3 Numerical Example 22
2.4 Experimental Results from a DC Motor Device 24
3 Finite-Time Control Problem: Descendent Methods 28
3.1 Preliminaries 28
3.2 Main Results 29
3.3 Methodology 33
3.4 Numerical Evaluations 34
3.5 Concluding Remarks 35
4 Next Chapter: Approximation Method 35
References 37
Approximation of the Optimal Long-Run Average-Cost Control Problem 39
1 Preliminaries 39
2 Notation and Main Results 42
2.1 Discounted Criterion and the Main Result 43
3 Numerical Example 45
4 Proof of Theorem 3.1 46
4.1 Proof of Theorem 3.1 Continued 48
5 Concluding Remarks 49
References 50
Series Editor's Biographies 51

Produkt-Details

• Erscheint lt. Verlag: 27.5.2016
• Reihe/Serie: SpringerBriefs in Control, Automation and Robotics
• Reihe/Serie: SpringerBriefs in Control, Automation and Robotics
• Reihe/Serie: SpringerBriefs in Electrical and Computer Engineering
• Reihe/Serie: SpringerBriefs in Electrical and Computer Engineering
• Zusatzinfo: V, 48 p. 8 illus., 6 illus. in color.
• Verlagsort: Cham
• Sprache: englisch
• Themenwelt: Mathematik / Informatik ► Mathematik ► Statistik
• Themenwelt: Technik ► Elektrotechnik / Energietechnik
• Schlagworte: control systems • Example Application • Markov Processes • optimal control • stochastic control
• ISBN-10: 3-319-39835-0 / 3319398350
• ISBN-13: 978-3-319-39835-8 / 9783319398358