Recursive estimators with Markovian jumps

DOI10.1016/J.SYSCONLE.2012.07.003zbMATH Open1270.93111OpenAlexW2043986998MaRDI QIDQ360693FDOQ360693

Håkan Hjalmarsson, Lirong Huang

Publication date: 27 August 2013

Published in: Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL: http://www.sciencedirect.com/science/article/pii/S0167691112001363

zbMATH Keywords

recursive estimationstochastic approximationadaptive estimationjoint spectral radiusevent-triggered Markovian jumpsnon-minimum phase zeros

Mathematics Subject Classification ID

Eigenvalue problems (93B60) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10)

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Cited In (4)

• Recursive partial realization from the combined sequence of Markov parameters and moments
• Almost sure stability and stabilization of discrete-time stochastic systems
• Title not available (Why is that?)
• Generator estimation of Markov jump processes

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