Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
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Research exposition (monographs, survey articles) pertaining to probability theory (60-02) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Optimal stochastic control (93E20) Research exposition (monographs, survey articles) pertaining to systems and control theory (93-02)
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Cited in
(91)- New methods for mode-independent robust control of Markov jump linear systems
- Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
- A linear quadratic tracking problem for impulsive controlled stochastic systems: the infinite horizon time case
- scientific article; zbMATH DE number 2136426 (Why is no real title available?)
- AnH2-Type Norm of a Discrete-Time Linear Stochastic System with Periodic Coefficients Simultaneously Affected by an Infinite Markov Chain and Multiplicative White Noise Perturbations
- State estimation for stochastic discrete-time systems with multiplicative noises and unknown inputs over fading channels
- Advanced stochastic control systems with engineering applications
- Exponential stability and robust H_ control for discrete-time time-delay infinite Markov jump systems
- \(H_2 / H_\infty\) control for MJLS with infinite Markov chain
- On stochastic linear systems with zonotopic support sets
- The $\mathcal{H}_2$-optimal Control Problem of CSVIU Systems: Discounted, Counterdiscounted, and Long-Run Solutions
- Nonlinear stochastic \(H_{\infty}\) control with Markov jumps and \((x, u, v)\)-dependent noise: finite and infinite horizon cases
- Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises
- Robust stability, stabilization, and \(H_{\infty}\) control of a class of nonlinear discrete time stochastic systems
- \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes
- Bounded real lemma for the anisotropic norm of time-invariant systems with multiplicative noises
- \(H_{\infty}\) control for nonlinear stochastic Markov systems with time-delay and multiplicative noise
- Stochastic \(H_\infty\) control for discrete-time singular systems with state and disturbance dependent noise
- Infinite horizon multiobjective optimal control of stochastic cooperative linear-quadratic dynamic difference games
- \(H_{\infty}\) constraint Pareto optimal control for discrete-time Markov jump linear stochastic systems in finite horizon
- A necessary and sufficient condition for the existence of the stabilizing solution of a large class of discrete-time Riccati type equations with periodic coefficients
- Corrigendum to: ``Stability analysis and stabilization of linear symmetric matrix-valued continuous, discrete, and impulsive dynamical systems -- a unified approach for the stability analysis and the stabilization of linear systems
- Control and system theory of discrete-time stochastic systems
- Robust control for nonlinear Markov jump systems with partially unknown transition probabilities
- Optimal residual generation for fault detection in linear discrete time-varying systems with uncertain observations
- Anisotropy-based bounded real lemma for discrete-time systems with multiplicative noise
- Further analysis on observability of stochastic periodic systems with application to robust control
- Robust static output feedback control for hidden Markov jump linear systems
- The sensor network estimation with dropouts: anisotropy-based approach
- Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises
- Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces
- On the existence of the stabilizing solution of generalized Riccati equations arising in zero-sum stochastic difference games: the time-varying case
- Infinite horizon \(H_{2}/H_{\infty }\) control for discrete-time time-varying Markov jump systems with multiplicative noise
- Linear state estimation for Markov jump linear system with multi-channel observation delays and packet dropouts
- Homotopy for Rational Riccati Equations Arising in Stochastic Optimal Control
- Numerical solution to generalized Lyapunov/Stein and rational Riccati equations in stochastic control
- \(\mathcal{H}_-\) index for discrete-time stochastic systems with Markovian jump and multiplicative noise
- Detector-based H_ results for discrete-time Markov jump linear systems with partial observations
- \(H_{2}\) control of discrete-time periodic systems with Markovian jumps and multiplicative noise
- Stability and bounded real lemmas of discrete-time MJLSs with the Markov chain on a Borel space
- \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching
- The geometry of the generalized algebraic Riccati equation and of the singular Hamiltonian system
- Mean square stability of discrete-time fractional order systems with multiplicative noise
- Stochastic Algebraic Riccati Equations Are Almost as Easy as Deterministic Ones Theoretically
- Algorithms to solve stochastic \(H_2 / H_{\infty}\) control with state-dependent noise
- Spectral criteria to stability and observability of mean-field stochastic periodic systems
- Optimal H₂ filtering for periodic linear stochastic systems with multiplicative white noise perturbations and sampled measurements
- Mathematical methods in robust control of linear stochastic systems.
- Lemma on boundedness of anisotropic norm for systems with multiplicative noises under a noncentered disturbance
- The existence uniqueness and the fixed iterative algorithm of the solution for the discrete coupled algebraic Riccati equation
- Stochastic \(H_{2}/H_{\infty}\) control for Poisson jump-diffusion systems
- H ∞ control for discrete-time nonlinear Markov jump systems with multiplicative noise and sector constraint
- Spectral tests for observability and detectability of periodic Markov jump systems with nonhomogeneous Markov chain
- Fixed points of polarity type operators
- \(H_2/H_{\infty}\) control design of detectable periodic Markov jump systems
- Robust quadratic stabilizability and \(H_{\infty}\) control of uncertain linear discrete-time stochastic systems with state delay
- Infinite horizon H₂/H_ optimal control for discrete-time Markov jump systems with (x,u,v)-dependent noise
- Average reachability of continuous-time Markov jump linear systems and the linear minimum mean square estimator
- Event‐triggered H∞ filtering for nonlinear discrete‐time stochastic systems with application to vehicle roll stability control
- Fault detection for linear discrete time-varying systems with measurement packet dropping
- A new look at the robust control of discrete-time Markov jump linear systems
- Stochastic bounded real lemma and H_ control of difference systems in Hilbert spaces
- Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control
- Robust \(H_\infty\) filtering for nonlinear discrete-time stochastic systems
- Infinite horizon \(H_\infty\) control for nonlinear stochastic Markov jump systems with \((x, u, v)\)-dependent noise via fuzzy approach
- Existence of a mean-square stabilizing solution to a modified algebraic Riccati equation
- Stability of discrete-time positive evolution operators on ordered Banach spaces and applications
- Feedback linear quadratic Nash equilibrium for discrete-time Markov jump linear systems
- Asynchronous \(H_\infty\) control for uncertain singular stochastic Markov jump systems with multiplicative noise based on hidden Markov mode
- Exact detectability: application to generalized Lyapunov and Riccati equations
- Optimal H₂ filtering for a class of linear stochastic systems with sampling
- Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems
- A bounded real lemma type-result with respect to the anisotropic norm setup for stochastic systems with multiplicative noise
- Stabilisation for discrete-time mean-field stochastic Markov jump systems with multiple delays
- Generalised discrete-time Riccati equations of optimal control for linear systems with Markovian jumps in Borel spaces
- Robust H₂/H_ fuzzy filtering for nonlinear stochastic systems with infinite Markov jump
- Exact detectability and exact observability of discrete-time linear stochastic systems with periodic coefficients
- Mathematical methods in robust control of linear stochastic systems
- Robust stabilisation of discrete-time time-varying linear systems with Markovian switching and nonlinear parametric uncertainties
- Optimal guaranteed cost control of stochastic discrete-time systems with states and input dependent noise under Markovian switching
- Control of continuous-time Markov jump linear systems with partial information
- New matrix bounds, an existence uniqueness and a fixed-point iterative algorithm for the solution of the unified coupled algebraic Riccati equation
- A new iteration to coupled discrete-time generalized Riccati equations
- Quantitative exponential stability and stabilisation of discrete-time Markov jump systems with multiplicative noises
- The H∞‐optimal control problem of CSVIU systems
- \({\mathcal H}_{\infty }\) filtering of periodic Markovian jump systems: application to filtering with communication constraints
- pth moment stability of discrete-time Markov jump systems by extended system method
- On the stochastic linear quadratic optimal control problem by piecewise constant controls: the infinite horizon time case
- Output‐based H2 optimal controllers for a class of discrete‐time stochastic linear systems with periodic coefficients
- Finite-time stability and stabilization of linear discrete time-varying stochastic systems
- \(H_\infty\) control for nonlinear infinite Markov jump systems
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