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

DOI10.1080/07362994.2014.922888MaRDI QIDQ2929463zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 3236503 (Why is no real title available?)
• Continuous-time Markov jump linear systems.
• Criteria for exponential stability of linear differential equations with positive evolution on ordered Banach spaces
• Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
• Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control
• Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises
• Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
• Mathematical methods in robust control of linear stochastic systems.
• Optimal stabilizing compensator for linear systems with state-dependent noise
• Periodic systems. Filtering and control
• Quadratic Control for Linear Time-Varying Systems
• Quadratic costs and second moments of jump linear systems with general Markov chain
• \({\mathcal H}_{\infty }\) filtering of periodic Markovian jump systems: application to filtering with communication constraints

Cited in

(4)

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

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