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

DOI10.1016/J.AUTOMATICA.2019.03.023MaRDI QIDQ2280683zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 1260395 (Why is no real title available?)
• A Maximum Principle for Optimal Control of Discrete-Time Stochastic Systems With Multiplicative Noise
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• A unified approach to the optimization of fault detection systems
• An LMI approach to \(\mathcal H_{-}\) index and mixed \(\mathcal H_{-} / \mathcal H_{\infty}\) fault detection observer design
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• Characterization of \(\mathcal{H}_{-}\) index for linear time-varying systems
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• Mathematical methods in robust control of linear stochastic systems
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• Parametrization of optimal fault detection filters
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• \(\mathcal{H}_-\) index for discrete-time stochastic systems with Markovian jump and multiplicative noise

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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