On controlability of linear systems with stochastic jump parameters

DOI10.1109/TAC.1986.1104356MaRDI QIDQ3748883zbMATHOpenAlexFDO

Authors M. Mariton

Publication date 1986

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.1986.1104356

zbMATH Keywords

coupled Bernoulli equationsjumps in parameter valuesstochastic \(\in \)-controllability

Mathematics Subject Classification ID

Controllability (93B05) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

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Cited in

(18)

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• An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems
• A note on the controllability of jump diffusions with linear coefficients
• Stabilization of jump linear gaussian systems without mode observations
• scientific article; zbMATH DE number 4181270 (Why is no real title available?)
• scientific article; zbMATH DE number 3952579 (Why is no real title available?)
• Minimax control of switching systems under sampling
• Robust control of Markovian switching stochastic systems with noise dependent states and inputs
• Hybrid impulsive control of stochastic systems with multiplicative noise under Markovian switching
• scientific article; zbMATH DE number 919250 (Why is no real title available?)
• Delay-Dependent Criteria for Robust Stabilization of Markovian Switching Networks with Time-Varying Delay
• On controllability of linear stochastic systems
• scientific article; zbMATH DE number 4082633 (Why is no real title available?)
• Composite control of discrete singularly perturbed systems with stochastic jump parameters
• Optimal guaranteed cost control of stochastic discrete-time systems with states and input dependent noise under Markovian switching
• Feedback Stabilization of Markov Jump Linear Systems with Time-Varying Delay
• Stochastic controllability of linear systems with Markovian jumps

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