Almost sure state estimation for nonlinear stochastic systems with Markovian switching
From MaRDI portal
Publication:2259620
DOI10.1007/s11071-013-1231-yzbMath1306.93060OpenAlexW2017242577MaRDI QIDQ2259620
Zhenna Li, Xiu Kan, Huisheng Shu
Publication date: 5 March 2015
Published in: Nonlinear Dynamics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11071-013-1231-y
state estimationnonlinear stochastic systemsMarkovian switchinggeneralized Itô formulaalmost sure asymptotic stability
Stability for nonlinear problems in mechanics (70K20) Asymptotic stability in control theory (93D20) Stochastic stability in control theory (93E15)
Related Items
Local stability and parameter dependence of mild solutions for stochastic differential equations, Nonfragile mixed \(H_{\infty}/l_{2} -l_{\infty}\) state estimation for repeated scalar nonlinear systems with Markov jumping parameters and redundant channels, The novel sufficient conditions of almost sure exponential stability for semi-Markov jump linear systems, Almost sure state estimation with \(H_2\)-type performance constraints for nonlinear hybrid stochastic systems, Self-triggered filter design for a class of nonlinear stochastic systems with Markovian jumping parameters
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Similarity solution of axisymmetric non-Newtonian wall jets with swirl
- State estimation for Markovian jumping recurrent neural networks with interval time-varying delays
- Stabilization of Markovian jump linear system over networks with random communication delay
- Stochastic nonlinear stabilization. I: A backstepping design
- Robust stability and controllability of stochastic differential delay equations with Markovian switching.
- Stability of stochastic differential equations with Markovian switching
- Exponential state estimation for delayed recurrent neural networks with sampled-data
- The extended Kalman filter as an exponential observer for nonlinear systems
- Robust linear filtering for discrete-time hybrid Markov linear systems
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Nonlinear H<inf>∞</inf> filtering for interconnected Markovian jump systems
- Backstepping Controller Design for Nonlinear Stochastic Systems Under a Risk-Sensitive Cost Criterion
- On almost sure sample stability of nonlinear stochastic dynamic systems
- Kalman filtering for continuous-time uncertain systems with Markovian jumping parameters
- Robust H/sub ∞/ control of discrete-time Markovian jump linear systems with mode-dependent time-delays
- Stabilization of stochastic nonlinear systems driven by noise of unknown covariance
- Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise
- Robust ${{\cal H}}_{\infty}$ Filtering for Markovian Jump Systems With Randomly Occurring Nonlinearities and Sensor Saturation: The Finite-Horizon Case
- Analysis and Synthesis of Markov Jump Linear Systems With Time-Varying Delays and Partially Known Transition Probabilities
- State Estimation and Sliding-Mode Control of Markovian Jump Singular Systems
- Exponential Stabilization of a Class of Stochastic System With Markovian Jump Parameters and Mode-Dependent Mixed Time-Delays
- Necessary and Sufficient Conditions for Analysis and Synthesis of Markov Jump Linear Systems With Incomplete Transition Descriptions
- On Almost Sure Stability of Hybrid Stochastic Systems With Mode-Dependent Interval Delays
- Mode-Independent ${\cal H}_{\infty}$ Filters for Markovian Jump Linear Systems
- ${\cal H}_{\infty}$ Estimation for Uncertain Systems With Limited Communication Capacity
- Error-Constrained Filtering for a Class of Nonlinear Time-Varying Delay Systems With Non-Gaussian Noises
- Nonlinear filtering for state delayed systems with markovian switching
- Stochastic Differential Equations with Markovian Switching
- New developments in state estimation for nonlinear systems