Optimal control of continuous-time linear systems with a time-varying, random delay
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Cited in
(24)- Least-squares linear filtering using observations coming from multiple sensors with one- or two-step random delay
- Stochastic analysis and control of real-time systems with random time delays
- A novel model for linear dynamic system with random delays
- \(H_{\infty}\) filtering for continuous-time systems with pointwise time-varying delay
- Recursive estimators of signals from measurements with stochastic delays using covariance information
- Output-feedback \(\mathcal H_\infty\) control of systems over communication networks using a deterministic switching system approach
- Prediction-based controller for linear systems with stochastic input delay
- Extended and unscented filtering algorithms using one-step randomly delayed observations
- An optimal control model for uncertain systems with time-delay
- Quantized robust \({\mathcal H}_\infty\) control of discrete-time systems with random communication delays
- LQ-optimal sampled-data control under stochastic delays: gridding approach for stabilizability and detectability
- scientific article; zbMATH DE number 4210915 (Why is no real title available?)
- Delay-Dependent Criteria for Robust Stabilization of Markovian Switching Networks with Time-Varying Delay
- Feedback Stabilization of Markov Jump Linear Systems with Time-Varying Delay
- Optimal control of linear time-varying delay systems via single-term walsh series
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- Robustness of reaction-diffusion PDEs predictor-feedback to stochastic delay perturbations
- Least-squares polynomial estimation from observations featuring correlated random delays
- Adaptive variational Bayesian cubature quadrature Kalman filter with randomly delayed measurements and unknown noise covariance matrices
- Recursive estimation of discrete-time signals from nonlinear randomly delayed observations
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