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

  • Alessandro N. Vargas
  • Eduardo F. Costa
  • João B. R. do Val

Part of the SpringerBriefs in Electrical and Computer Engineering book series (BRIEFSELECTRIC)

Also part of the SpringerBriefs in Control, Automation and Robotics book sub series (BRIEFSCONTROL)

Table of contents

  1. Front Matter
    Pages i-v
  2. Alessandro N. Vargas, Eduardo F. Costa, João B. R. do Val
    Pages 1-5
  3. Alessandro N. Vargas, Eduardo F. Costa, João B. R. do Val
    Pages 7-33
  4. Alessandro N. Vargas, Eduardo F. Costa, João B. R. do Val
    Pages 35-46
  5. Back Matter
    Pages 47-48

About this book

Introduction

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.

Keywords

Control Systems Markov Processes Stochastic Control Optimal Control Example Application

Authors and affiliations

  • Alessandro N. Vargas
    • 1
  • Eduardo F. Costa
    • 2
  • João B. R. do Val
    • 3
  1. 1.Electrotechnical DepartmentUniv. Tech. Federal do Paraná, UTFPRCornelio Procópio-PRBrazil
  2. 2.Dept. Matemática Aplicada e EstatísticaUniversidade de São Paulo, USPSão Carlos-SPBrazil
  3. 3.FEECUniversidade Estadual de CampinasCampinas-SPBrazil

Bibliographic information

  • DOI https://doi.org/10.1007/978-3-319-39835-8
  • Copyright Information The Author(s) 2016
  • Publisher Name Springer, Cham
  • eBook Packages Engineering
  • Print ISBN 978-3-319-39834-1
  • Online ISBN 978-3-319-39835-8
  • Series Print ISSN 2191-8112
  • Series Online ISSN 2191-8120
  • Buy this book on publisher's site
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