Input–output finite-time mean square stabilisation of stochastic systems with Markovian jump (Q5172562): Difference between revisions

From MaRDI portal
Set OpenAlex properties.
ReferenceBot (talk | contribs)
Changed an Item
 
Property / cites work
 
Property / cites work: Input-output finite time stabilization of linear systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite-time control of discrete-time linear systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite-time stabilization via dynamic output feedback / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite-time control of linear systems subject to parametric uncertainties and disturbances / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite-time stability theorem of stochastic nonlinear systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative noise systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: The \(H_2\)-control for jump linear systems: Cluster observations of the Markov state / rank
 
Normal rank
Property / cites work
 
Property / cites work: Observability and detectability of a class of discrete-time stochastic linear systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mathematical methods in robust control of linear stochastic systems. / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite Horizon $H_{2}/H_{\infty}$ Control for Discrete-Time Stochastic Systems With Markovian Jumps and Multiplicative Noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control / rank
 
Normal rank
Property / cites work
 
Property / cites work: A unified design for state and output feedback \(H_\infty \) control of nonlinear stochastic Markovian jump systems with state and disturbance-dependent noise / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust finite-time control for a class of extended stochastic switching systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Observer‐based finite‐time stabilization for extended Markov jump systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stochastic Differential Equations with Markovian Switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Finite-time disturbance attenuation of nonlinear systems / rank
 
Normal rank
Property / cites work
 
Property / cites work: An Introduction to Measure and Probability / rank
 
Normal rank
Property / cites work
 
Property / cites work: Nonlinear filtering for state delayed systems with markovian switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: <i>H</i><sub>∞</sub>filtering for nonlinear singular Markovian jumping systems with interval time-varying delays / rank
 
Normal rank
Property / cites work
 
Property / cites work: Robust<i>H</i><sub>2</sub>control of Markovian jump systems with uncertain switching probabilities / rank
 
Normal rank
Property / cites work
 
Property / cites work: On robust stabilization of Markovian jump systems with uncertain switching probabilities / rank
 
Normal rank

Latest revision as of 15:23, 9 July 2024

scientific article; zbMATH DE number 6397216
Language Label Description Also known as
English
Input–output finite-time mean square stabilisation of stochastic systems with Markovian jump
scientific article; zbMATH DE number 6397216

    Statements

    Input–output finite-time mean square stabilisation of stochastic systems with Markovian jump (English)
    0 references
    0 references
    0 references
    4 February 2015
    0 references
    finite-time stability
    0 references
    Markovian jump
    0 references
    stochastic systems
    0 references
    Hamilton-Jacobi inequality
    0 references
    linear matrix inequality
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references