Discrete-time jump linear systems with Markov chain in a general state space.

Discrete-time jump linear systems with Markov chain in a general state space.

This thesis deals with discrete-time Markov jump linear systems (MJLS) with Markov chain in a general Borel space S. Several control issues have been addressed for this class of dynamic systems, including stochastic stability (SS), linear quadratic (LQ) optimal control synthesis, fllter design and a...

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Bibliographic Details
Main Author: Figueiredo, Danilo Zucolli
Other Authors: Costa, Oswaldo Luiz do Valle
Format: Others
Language:en
Published: Biblioteca Digitais de Teses e Dissertações da USP 2016
Subjects:
Cadeias de Markov
Controle estocástico
Controle ótimo
Equações de Riccati
Linear systems
Markov chains
Optimal control
Riccati equations
Sistemas lineares
Stochastic control
Online Access:http://www.teses.usp.br/teses/disponiveis/3/3139/tde-18012017-115659/

Internet

http://www.teses.usp.br/teses/disponiveis/3/3139/tde-18012017-115659/

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