On the influence of noise on jump linear systems

DOI10.1109/TAC.1987.1104526MaRDI QIDQ3764016zbMATH OpenOpenAlexFDO

Authors M. Mariton

Publication date 1987

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

Full work available at URL https://doi.org/10.1109/tac.1987.1104526

zbMATH Keywords

detectabilitystabilizabilityJump linear systemsdual Kalman filteroptimal jump linear quadratic Gaussian regulator

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Stabilization of systems by feedback (93D15) Stochastic systems in control theory (general) (93E03) Stochastic stability in control theory (93E15)

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Cited in

(5)

• Averaged dynamics and pole assignment for a class of stochastic systems
• A stabilizing controller for jump linear Gaussian systems with noisy state observations
• Stabilization of stochastic systems under Markovian switching
• Joint Estimation and Control of Jump Linear Systems With Multiplicative Noises
• Stability, performance and sensitivity analysis of I.I.D. jump linear systems

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