EECI09: Jump linear Markov processes: Difference between revisions

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One paragraph overview of the lecture
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 Materials ==

Revision as of 02:03, 5 March 2009

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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: Title
  • Links to anything else that is handed out in the lecture

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