Almost sure state estimation for nonlinear stochastic systems with Markovian switching (Q2259620): Difference between revisions

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Language	Label	Description	Also known as
English	Almost sure state estimation for nonlinear stochastic systems with Markovian switching	scientific article

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scholarly article

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Almost sure state estimation for nonlinear stochastic systems with Markovian switching (English)

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Nonlinear Dynamics

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publication date

5 March 2015

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zbMATH Keywords

state estimation

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Markovian switching

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almost sure asymptotic stability

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generalized Itô formula

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nonlinear stochastic systems

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MaRDI profile type

MaRDI publication profile

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full work available at URL

https://doi.org/10.1007/s11071-013-1231-y

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State estimation for Markovian jumping recurrent neural networks with interval time-varying delays

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Robust H/sub ∞/ control of discrete-time Markovian jump linear systems with mode-dependent time-delays

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Robust linear filtering for discrete-time hybrid Markov linear systems

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Mode-Independent ${\cal H}_{\infty}$ Filters for Markovian Jump Linear Systems

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Stochastic nonlinear stabilization. I: A backstepping design

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Stabilization of stochastic nonlinear systems driven by noise of unknown covariance

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Robust ${{\cal H}}_{\infty}$ Filtering for Markovian Jump Systems With Randomly Occurring Nonlinearities and Sensor Saturation: The Finite-Horizon Case

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Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise

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${\cal H}_{\infty}$ Estimation for Uncertain Systems With Limited Communication Capacity

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Similarity solution of axisymmetric non-Newtonian wall jets with swirl

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On Almost Sure Stability of Hybrid Stochastic Systems With Mode-Dependent Interval Delays

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Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control

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Exponential state estimation for delayed recurrent neural networks with sampled-data

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Stabilization of Markovian jump linear system over networks with random communication delay

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Stability of stochastic differential equations with Markovian switching

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Stochastic Differential Equations with Markovian Switching

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New developments in state estimation for nonlinear systems

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Backstepping Controller Design for Nonlinear Stochastic Systems Under a Risk-Sensitive Cost Criterion

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The extended Kalman filter as an exponential observer for nonlinear systems

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Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters

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Exponential Stabilization of a Class of Stochastic System With Markovian Jump Parameters and Mode-Dependent Mixed Time-Delays

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Nonlinear filtering for state delayed systems with markovian switching

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Error-Constrained Filtering for a Class of Nonlinear Time-Varying Delay Systems With Non-Gaussian Noises

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State Estimation and Sliding-Mode Control of Markovian Jump Singular Systems

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Robust stability and controllability of stochastic differential delay equations with Markovian switching.

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Analysis and Synthesis of Markov Jump Linear Systems With Time-Varying Delays and Partially Known Transition Probabilities

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Necessary and Sufficient Conditions for Analysis and Synthesis of Markov Jump Linear Systems With Incomplete Transition Descriptions

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Nonlinear H<inf>∞</inf> filtering for interconnected Markovian jump systems

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On almost sure sample stability of nonlinear stochastic dynamic systems

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Identifiers

zbMATH Open document ID

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Mathematics Subject Classification ID

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zbMATH DE Number

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10.1007/S11071-013-1231-Y

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Sitelinks

Mathematics(1 entry)

mardi Publication:2259620

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