EECI09: Jump linear Markov processes

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In this lecture, we give a brief overview of Markovian jump linear systems. Such systems display multiple linear modes for the evolution of the state, and the modes are chosen stochastically. Such systems were important in the early development of networked control systems, where the communication channels were modeled as a Markov chain for effects such as delay and packet loss. As we will see in the next chapter, the one-block design problem for such systems can be studied in the framework of Markovian jump linear systems.

Lecture Materials

• Lecture slides: lecture_mjls

Further Reading

• Control in an Information Rich World, R. M. Murray (ed). SIAM, 2003. This book provides a high level description of some of the research challenges and opportunities in the field of control. The executive summary (Section 1) and the application sections on "Information and Networks" and "Robotics and Intelligent Machines" (Section 3.2 and 3.3) are particularly relevant.

• Second paper

Additional Information

• Networked Control Systems Repository (M. Branicky and S. Phillipps)
• 2008 lecture page
• Additional links to external information