Joint Estimation and Control of Jump Linear Systems With Multiplicative Noises

DOI10.1115/1.3143814zbMath0637.93079OpenAlexW1994726963MaRDI QIDQ3778660

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

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

Related Items (5)

Stability in distribution of Markov-modulated stochastic differential delay equations with reflection ⋮ Robust convergence of Cohen-Grossberg neural networks with mode-dependent time-varying delays and Markovian jump ⋮ Delay-dependent exponential stability for uncertain neutral stochastic systems with mixed delays and Markovian jumping parameters ⋮ Reduced-order filtering of jump Markov systems with noise-free measurements ⋮ Multiple-model adaptive control for jump-linear stochastic systems

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