H_- index for continuous-time stochastic systems with Markov jump and multiplicative noise

DOI10.1016/J.AUTOMATICA.2019.03.023zbMATH Open1429.93358OpenAlexW2934400144MaRDI QIDQ2280683FDOQ2280683

Authors: Yanyan Li 

Publication date: 19 December 2019

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2019.03.023

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zbMATH Keywords

fault detectionMarkov jumpstochastic linear systems\(\mathcal{H}_-\) index

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Linear systems in control theory (93C05) Control/observation systems governed by ordinary differential equations (93C15) Stochastic systems in control theory (general) (93E03)

Cites Work

• Some remarks on stability of stochastic singular systems with state-dependent noise
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• Title not available (Why is that?)
• Mean-field stochastic linear-quadratic optimal control with Markov jump parameters
• \(\mathcal{H}_-/\mathcal{H}_\infty \) fault detection filter design for discrete-time Takagi-Sugeno fuzzy system
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• A unified approach to the optimization of fault detection systems
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• \(H_-/H_\infty\) fault detection observer in finite frequency domain for linear parameter-varying descriptor systems
• Dynamical system design from a control perspective: finite frequency positive-realness approach
• Minimum system sensitivity study of linear discrete time systems for fault detection
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• Characterization of \(\mathcal{H}_{-}\) index for linear time-varying systems
• Finite-Time Stability and Stabilization of Itô Stochastic Systems With Markovian Switching: Mode-Dependent Parameter Approach
• Stability Criteria of Random Nonlinear Systems and Their Applications
• Observer-based \(\mathcal{H}_\infty\) control of networked systems with stochastic communication protocol: the finite-horizon case
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• Mathematical methods in robust control of linear stochastic systems
• A New Scheme of Fault Detection for Linear Discrete Time-Varying Systems
• \(\mathcal{H}_-\) index for discrete-time stochastic systems with Markovian jump and multiplicative noise
• Stochastic \(H_2/H_\infty\) control: a Nash game approach
• LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems
• Dissipativity-Based Small-Gain Theorems for Stochastic Network Systems
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• Operator-Type Stability Theorem for Retarded Stochastic Systems With Application

Cited In (8)

• 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
• \(\mathcal{H}_-\) index for stochastic linear discrete-time systems
• Characterization of stochastic mean-field type \(\mathcal{H}\_\) index
• \(\mathcal{H}_-\) index for discrete-time stochastic systems with Markovian jump and multiplicative noise
• Study on \(\mathcal{H}_-\) index of stochastic linear continuous-time systems
• \(\mathscr{H}_-\) index for Itô stochastic systems with Poisson jump
• Stackelberg games for model-free continuous-time stochastic systems based on adaptive dynamic programming
• Optimal control for unknown mean-field discrete-time system based on Q-learning

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