Joint Estimation and Control of Jump Linear Systems With Multiplicative Noises

DOI10.1115/1.3143814MaRDI QIDQ3778660zbMATH OpenOpenAlexFDO

Authors M. Mariton

Publication date 1987

Published in Journal of Dynamic Systems, Measurement, and Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1115/1.3143814

zbMATH Keywords

estimation and controloptimal input synthesisJump linear quadratic Gaussian systemsstate- and control-dependent noises

Mathematics Subject Classification ID

Gaussian processes (60G15) Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Synthesis problems (93B50) Estimation and detection in stochastic control theory (93E10) Optimal stochastic control (93E20)

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(10)

• Robust convergence of Cohen-Grossberg neural networks with mode-dependent time-varying delays and Markovian jump
• On the influence of noise on jump linear systems
• scientific article; zbMATH DE number 4082633 (Why is no real title available?)
• Optimal level-crossing prediction for jump linear MIMO dynamical systems
• Reduced-order filtering of jump Markov systems with noise-free measurements
• Multiple-model adaptive control for jump-linear stochastic systems
• Simultaneous system identification and decision-directed detection and estimation of jump inputs to linear systems
• Optimal control of jump-linear gaussian systems†
• Delay-dependent exponential stability for uncertain neutral stochastic systems with mixed delays and Markovian jumping parameters
• Stability in distribution of Markov-modulated stochastic differential delay equations with reflection

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