Multiple-model adaptive control for jump-linear stochastic systems

DOI10.1080/00207178908953454MaRDI QIDQ4207835zbMATH OpenOpenAlexFDO

Authors Keigo Watanabe, Spyros G. Tzafestas

Publication date 1989

Published in International Journal of Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00207178908953454

zbMATH Keywords

elemental filter mechanismMarkovian jump parametersmultiple-model adaptive controlpseudo-Bayes algorithmstochastic controlsuboptimal control

Mathematics Subject Classification ID

Linear systems in control theory (93C05) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Stochastic systems in control theory (general) (93E03) Filtering in stochastic control theory (93E11)

Recommendations

• A passive type multiple-model adaptive control (MMAC) of linear discrete-time stochastic systems with uncertain observation subsystems
• scientific article; zbMATH DE number 434706
• Stochastic adaptive control using multiple models for improved performance in the presence of random disturbances
• scientific article; zbMATH DE number 218712
• Control of discrete-time hybrid stochastic systems

Cites work

• Adaptive control of linear stochastic systems
• Adaptive estimation and stochastic control for uncertain models†
• Application of Monte Carlo method to optimal control for linear systems under measurement noise with Markov dependent statistical property
• Discrete-time markovian-jump linear quadratic optimal control
• Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria †
• Joint adaptive plant and measurement control of linear stochastic systems
• Joint Estimation and Control of Jump Linear Systems With Multiplicative Noises
• On estimation of discrete processes under multiplicative and additive noise conditions
• Optimal control of jump-linear gaussian systems†
• Optimal stochastic control for discrete-time linear system with interrupted observations
• Stochastic dynamic programming: Caution and probing

Cited in

(6)

• scientific article; zbMATH DE number 434706 (Why is no real title available?)
• A passive type multiple-model adaptive control (MMAC) of linear discrete-time stochastic systems with uncertain observation subsystems
• Stochastic Control for Systems With Faulty Sensors
• Control of discrete-time hybrid stochastic systems
• PMAC: probabilistic multimodality adaptive control
• A hierarchical multiple model adaptive control of discrete-time stochastic systems for sensor and actuator uncertainties

This page was built for publication: Multiple-model adaptive control for jump-linear stochastic systems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4207835)