A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances

From MaRDI portal
Publication:3427517

DOI10.1137/S0363012903434753zbMath1139.93037OpenAlexW2020857459MaRDI QIDQ3427517

Oswaldo L. V. Costa, Marcelo Dutra Fragoso

Publication date: 20 March 2007

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012903434753



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (45)

Mean-field stochastic linear-quadratic optimal control with Markov jump parametersSynthesis of stochastic fault tolerant control systems with random FDI delayStability of regime-switching diffusionsOptimal control of discrete-time bilinear systems with applications to switched linear stochastic systemsDetector-based \(H_\infty\) results for discrete-time Markov jump linear systems with partial observationsOptimal control of variable-speed wind turbines modeled as Markov jump systemsStochastic averaging approach to leader-following consensus of linear multi-agent systemsStochastic Detectability and Mean Bounded Error Covariance of the Recursive Kalman Filter with Markov Jump ParametersDynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov modelsConsensus stabilization of stochastic multi-agent system with Markovian switching topologies and stochastic communication noiseContainment control of general multi-agent systems with directed random switching topologyCouple-group consensus of continuous-time multi-agent systems under Markovian switching topologiesConsensus stability analysis for stochastic multi-agent systems with multiplicative measurement noises and Markovian switching topologiesTime-inconsistent stochastic LQ problem with regime switchingA separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observationsStochastic stability of switching linear systems with application to an automotive powertrain modelStability analysis of stochastic differential equations with Markovian switchingStability analysis for stochastic differential equations with infinite Markovian switchingsGeneralizedH2control of the linear system with semi‐Markov jumpsA performance region‐based approach to the leader‐following consensus of nonlinear multiagent systemsAdaptive sliding mode control of Markov jump systems with completely unknown mode informationInvariant Measures and Euler--Maruyama's Approximations of State-Dependent Regime-Switching DiffusionsOn the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chainMixed \(H_2 / H_{\infty}\) fault detection filter for Markovian jump linear systemsDistributed consensus design for a class of uncertain linear multiagent systems under unbalanced randomly switching directed topologiesStability analysis for stochastic hybrid systems: a surveyOn the stability radii of continuous-time infinite Markov jump linear systemsGroup pinning consensus under fixed and randomly switching topologies with acyclic partitionConsensus seeking over Markovian switching networks with time-varying delays and uncertain topologiesInfinite Markov jump-bounded real lemmaOptimal time-weightedH2model reduction for Markovian jump systemsMaximal solution to algebraic Riccati equations linked to infinite Markov jump linear systemsStability of Markov jump systems with quadratic terms and its application to RLC circuitsMaximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systemsStability of switching linear systems with switching signals driven by stochastic processesRobust stability of Markov jump linear systems through randomized evaluationsDynamics of linear delayed systems with decaying disturbancesstabilisation of switched linear stochastic systems under dwell time constraintsAverage Reachability of Continuous-time Markov Jump Linear Systems and the Linear Minimum Mean Square EstimatorA multi-scale method for distributed convex optimization with constraintsOptimal linear estimation for continuous stochastic systems with random observation delaysRobust extended dissipative control for sampled-data Markov jump systemsBounded consensus of double-integrator stochastic multi-agent systemsRobust stability and stabilization of linear stochastic systems with Markovian switching and uncertain transition ratesH control of continuous-time Markov jump linear systems with detector-based mode information




This page was built for publication: A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances