Discrete-time Markov jump linear systems.
filteringlinear filterMarkov chainoptimal controlRiccati equationsrobust controlstabilitystochastic perturbation
Introductory exposition (textbooks, tutorial papers, etc.) pertaining to calculus of variations and optimal control (49-01) Optimality conditions for problems involving randomness (49K45) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to systems and control theory (93-01) Filtering in stochastic control theory (93E11) Optimal stochastic control (93E20)
The following class of dynamic systems is considered \[ {\mathcal G} = \begin{cases} x(k+1)= A_{\theta (k)} x(k) + B_{\theta(k)} u(k) + G_{\theta (k)} w(k), \\ y(k) = L_{\theta (k)} x(k) + H_{\theta (k)} w(k),\\ z(k)= C_{\theta (k)} x(k) + D_{\theta (k)} u(k),\\ x(0)= x_0, \quad \theta (0) = \theta_0,\end{cases} \] where \(x(k)\) represents the state variable of the system, \(u(k)\) the control variable, \(w(k)\) the noise sequence acting on the system, \(y(k)\) the measurable variable available to the controller, and \(z(k)\) the output of the system. All matrices have appropriate dimensions and \(\theta (k)\) stands for the state of a Markov chain taking value in a finite set \(N = \{ 1, \ldots, N\}, V =\{ v_1, \ldots, v_N\}\) and the transition probability matrix of the Markov chain \(P = [p_{ij}].\) The book consist of eight chapters. The first chapter presents the class of Markov Jump Linear Systems (MJLS) via some applica\-tion-oriented examples with motivating remarks and an outline of the problems. Chapter 2 provide the bare essential of background. In Chapter 3 (Stability) the authors consider just the first equation of \({\mathcal G}\) with \(w(k)\) either a sequence of independent identically distributed second order random variables or an \(l_2\)-sequence of random variables. The control law \(u(k)\) and output \(y(k)\) are considered in the case when a feedback control is based on an estimate \({\hat \theta} (k)\) instead of \(\theta (k).\) The key concept of mean square stability for MJLS is presented. The chapter is concluded analysing the almost sure stability of MJLS. Chapter 4 (Optimal control) deals with the quadratic and \(H_2\)-Optimal Control Problems. The authors obtain a solution for the finite horizon and \(H_2\)-control problems through, respectively, a set of control coupled difference and algebraic Riccati equations. In Chapter 5 (Filtering) the filtering problem is considered. The solution is derived through a difference and algebraic Riccati-like equation. The case with uncertainties on the parameters of the system is analyzed by using convex optimization. In Chapter 6 (Quadratic Optimal Control with Partial Information) the linear quadratic optimal control problem for the case in which the controller has only access to the output variable \(y(k)\) besides the jump variable \(\theta (k)\) is considered. A Markov jump linear controller is designed from two sets coupled difference (for the finite horizon case) and algebraic (for the \(H_2\)-control case) Riccati equation, one associated with the control problem and the other one associated with the filtering problem. Chapter 7 (The \(H_\infty\)-Control) deals with an \(H_\infty\)-like theory for MJLS following an approach based on a worst-case design problem. Chapter 8 (Design Techniques and Examples) presents and discusses some applications of the theoretical results obtained in this book, It also presents design-oriented techniques based on convex optimization for control problems of MJLS. This book is theoretically oriented, although some illustrative examples are included. The book is primarily intended for students and practitioners of control theory.
- scientific article; zbMATH DE number 1419394
- Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
- Robust H 2-control for discrete-time Markovian jump linear systems
- \(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems
- Discrete-time markovian-jump linear quadratic optimal control
- A generalized multi-period mean-variance portfolio optimization with Markov switching parameters
- Stability and stabilization of Markovian jump linear systems with partly unknown transition probabilities
- Linear optimal filtering for discrete-time systems with random jump delays
- Fault detection and isolation of discrete-time Markovian jump linear systems with application to a network of multi-agent systems having imperfect communication channels
- Kalman filtering over a packet-delaying network: a probabilistic approach
- Limitations in remote stabilization over unreliable channels without acknowledgements
- H_ estimation for discrete-time piecewise homogeneous Markov jump linear systems
- An LMI approach for \(\mathcal{H}_2\) and \(\mathcal{H}_\infty\) reduced-order filtering of uncertain discrete-time Markov and Bernoulli jump linear systems
- Finite-time unbiased \(H_\infty\) filtering for discrete jump time-delay systems
- State-feedback control of Markov jump linear systems with hidden-Markov mode observation
- Disturbance attenuation and rejection for stochastic Markovian jump system with partially known transition probabilities
- Detector-based H_ results for discrete-time Markov jump linear systems with partial observations
- Stochastic stability in Max-Product and Max-Plus systems with Markovian jumps
- Finite-time control for periodic systems with Markov jump sensor nonlinearities and random input gains
- Couple-group consensus for second-order multi-agent systems with fixed and stochastic switching topologies
- Optimal residual generation for fault detection in linear discrete time-varying systems with uncertain observations
- Solving endogenous regime switching models
- Consensus in second-order multiple flying vehicles with random delays governed by a Markov chain
- Model reduction for discrete-time Markov jump Lur'e systems with time-varying delays in a unified framework
- LQG control for networked control systems over packet drop links without packet acknowledgment
- Consensus of noisy multiagent systems with Markovian switching topologies and time-varying delays
- Further results on stability analysis of discrete-time Markov jump linear systems with time-varying delay and partly known transition probabilities
- Sliding mode control for discrete-time descriptor Markovian jump systems with two Markov chains
- Stochastic finite-time boundedness on switching dynamics Markovian jump linear systems with saturated and stochastic nonlinearities
- Stable receding-horizon scenario predictive control for Markov-jump linear systems
- Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems
- State estimation for discrete-time Markov jump linear systems with time-correlated and mode-dependent measurement noise
- Fitting jump models
- \(H_\infty\) control of Markov jump time-delay systems under asynchronous controller and quantizer
- Spectral perspective on the stability of discrete-time Markov jump systems with multiplicative noise
- Mixed \(H_2 / H_{\infty}\) fault detection filter for Markovian jump linear systems
- Stabilizing solution for a discrete-time modified algebraic Riccati equation in infinite dimensions
- State estimation for time-delay systems with Markov jump parameters and missing measurements
- Optimal state estimation for discrete-time Markov jump systems with missing observations
- Distributed tracking control for discrete-time multiagent systems with novel Markovian switching topologies
- Sliding mode control for T-S fuzzy singular semi-Markovian jump system
- Mean square stability for systems on stochastically generated discrete time scales
- Passivity based sliding mode control of uncertain singular Markovian jump systems with time-varying delay and nonlinear perturbations
- Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems
- Asynchronous \(H_\infty\) filtering for 2D discrete Markovian jump systems with sensor failure
- Risk-averse model predictive control
- Windows of opportunity for the stability of jump linear systems: almost sure versus moment convergence
- Stability and stabilizability of discrete-time dual switching systems with application to sampled-data systems
- Recovering Markov models from closed-loop data
- Switched LQG control for linear systems with multiple sensing methods
- Non-fragile control of positive Markovian jump systems
- Finite-time dissipative control for stochastic interval systems with time-delay and Markovian switching
- Vector Lyapunov functions for stability and stabilization of differential repetitive processes
- Stability analysis for a class of discrete-time nonhomogeneous Markov jump systems with multiplicative noises
- Robust quadratic stabilizability and \(H_{\infty}\) control of uncertain linear discrete-time stochastic systems with state delay
- Finite-time stabilization for nonlinear discrete-time singular Markov jump systems with piecewise-constant transition probabilities subject to average dwell time
- Observer-based control for singular nonhomogeneous Markov jump systems with packet losses
- Asynchronous sliding mode control of Markovian jump systems with time-varying delays and partly accessible mode detection probabilities
- Higher order moment stability region for Markov jump systems based on cumulant generating function
- Resilient dynamic output feedback control for discrete-time descriptor switching Markov jump systems and its applications
- Sampled-data predictive control for uncertain jump systems with partly unknown jump rates and time-varying delay
- \({\mathcal H}_{\infty }\) filtering of periodic Markovian jump systems: application to filtering with communication constraints
- PageRank computation via a distributed randomized approach with lossy communication
- Distributed control of multi-agent systems with random parameters and a major agent
- Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises
- Identification of switched Markov autoregressive exogenous systems with hidden switching state
- Markov jump linear systems and filtering through network transmitted measurements
- Stabilization of stochastic Markovian jump systems with partially unknown transition probabilities and multiplicative noise
- Dissipative fault-tolerant control for nonlinear singular perturbed systems with Markov jumping parameters based on slow state feedback
- Resilient dissipative filtering for uncertain Markov jump nonlinear systems with time-varying delays
- Robust finite-time stabilization for networked control systems via static output-feedback control: Markovian jump systems approach
- Observer-based \(H_\infty\) control for discrete-time one-sided Lipschitz Markovian jump delayed systems under partially unknown transition probabilities
- Weak mixing in switched systems
- Robust finite-time \(H_\infty\) control for uncertain discrete jump systems with time delay
- Optimal stationary state estimation over multiple Markovian packet drop channels
- Consensus in discrete-time multi-agent systems with uncertain topologies and random delays governed by a Markov chain
- Identification of Gaussian process with switching noise mode and missing data
- Model-based fault detection filter for Markovian jump linear systems applied to a control moment gyroscope
- State feedback for set stabilization of Markovian jump Boolean control networks
- Finite and infinite horizon indefinite linear quadratic optimal control for discrete-time singular Markov jump systems
- Channel modeling and LQG control in the presence of random delays and packet drops
- Exact detectability: application to generalized Lyapunov and Riccati equations
- Stability analysis of discrete-time Markov jump linear singular systems with partially known transition probabilities
- Impulsive Markov jump linear systems: stability analysis and \(\mathbb{H}_2\) control
- HMM-based quantized dissipative control for 2-D Markov jump systems
- Finite-time asynchronous state estimation for jump systems with partial transition probabilities via redundant channels: a co-design method
- Homogenized first-moment analysis of two-time-scale positive Markov jump linear systems
- Output-based asynchronous sliding mode control of continuous-time Markov jump systems
- Non-fragile finite-time sliding mode control for Markovian jump systems with randomly occurring uncertainties and controller gain variations
- An event-triggered round-robin protocol to dynamic output feedback control for nonhomogeneous Markov switching systems
- Stability analysis and stabilization of linear symmetric matrix-valued continuous, discrete, and impulsive dynamical systems -- a unified approach for the stability analysis and the stabilization of linear systems
- Linear-quadratic stochastic leader-follower differential games for Markov jump-diffusion models
- Output feedback l₁ control of positive Markov jump systems: a dynamic event-triggered method
- Zonotope-based interval estimation for discrete-time Markovian jump systems with complex transition probabilities and quantization
- \(H_\infty\) controller design of networked control systems with a new quantization structure
- Data-driven switching modeling for MPC using regression trees and random forests
- A hidden mode observation approach to finite-time SOFC of Markovian switching systems with quantization
- Asynchronous sliding mode control of singularly perturbed semi-Markovian jump systems: application to an operational amplifier circuit
- Stability analysis of discrete-time semi-Markov jump linear systems with partly unknown semi-Markov kernel
- Given-time multiple frequency control for Markov jump systems based on derandomization
- Estimation of jump Box-Jenkins models
- Positive \(l_1\)-gain asynchronous filter design of positive Markov jump systems
- Boundary observer-based control for hyperbolic PDE-ODE cascade systems with stochastic jumps
- Linearization of expectation-based inequality conditions in control for discrete-time linear systems represented with random polytopes
- Stability analysis and controller synthesis of continuous-time nonhomogeneous Markovian jump systems with state and input delays
This page was built for publication: Discrete-time Markov jump linear systems.
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4651858)
