Robust guaranteed cost observer design for singular Markovian jump time-delay systems with generally incomplete transition probability

DOI10.1155/2014/832891zbMath1406.93371OpenAlexW2025389641WikidataQ59041874 ScholiaQ59041874MaRDI QIDQ1725089

Yanbo Li, Jing Xie, Yong-Gui Kao

Publication date: 14 February 2019

Published in: Abstract and Applied Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2014/832891

zbMATH Keywords

stochastic differential equationscost observer designincomplete transition probabilityMarkovian jump time-delay systemsrobust stochastically stability

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Linear systems in control theory (93C05) Robust stability (93D09) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03) Control/observation systems governed by ordinary differential equations (93C15)

Related Items (4)

Finite-time passivity and passification for stochastic time-delayed Markovian switching systems with partly known transition rates ⋮ Observers of fuzzy descriptor systems with time-delays ⋮ State feedback controller design for singular positive Markovian jump systems with partly known transition rates ⋮ Delay-dependent H_∞filtering for singular Markov jump systems with Wiener process and generally uncertain transition rates

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