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

DOI10.1080/07362994.2014.922888zbMATH Open1302.93246OpenAlexW2046500551MaRDI QIDQ2929463FDOQ2929463

Authors: Toader Morozan, Vasile Dragan 

Publication date: 12 November 2014

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362994.2014.922888

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zbMATH Keywords

Markov chainsperiodic coefficientsmean square exponential stabilitydiscrete-time stochastic systems\(H_{2}\)-type norm

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Discrete-time control/observation systems (93C55) Stochastic stability in control theory (93E15) Optimal stochastic control (93E20)

Cites Work

• Mathematical methods in robust control of linear stochastic systems.
• Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control
• Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
• Continuous-time Markov jump linear systems.
• Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
• Title not available (Why is that?)
• Periodic systems. Filtering and control
• Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises
• Criteria for exponential stability of linear differential equations with positive evolution on ordered Banach spaces
• Quadratic costs and second moments of jump linear systems with general Markov chain
• Quadratic Control for Linear Time-Varying Systems
• \({\mathcal H}_{\infty }\) filtering of periodic Markovian jump systems: application to filtering with communication constraints
• Optimal stabilizing compensator for linear systems with state-dependent noise

Cited In (4)

• \(\mathrm H_{2}\)-optimal control for periodic, discrete-time Markov-jump systems with multiplicative noise in infinite dimensions
• Exponential stability and robust \(H_\infty\) control for discrete-time time-delay infinite Markov jump systems
• \(H_2/H_{\infty}\) control design of detectable periodic Markov jump systems
• Stability analysis for stochastic differential equations with infinite Markovian switchings

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