Stability and control for linear systems with jump Markov perturbations

DOI10.1080/07362999508809384zbMath0818.93075MaRDI QIDQ4326442

Toader Morozan

Publication date: 20 March 1995

Published in: Stochastic Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/07362999508809384

zbMATH Keywords

linear systems; exponential stability; stochastic control; stabilizability; uniform observability; detectability; jump coefficients; finite-state Markov processes

Mathematics Subject Classification ID

93E20: Optimal stochastic control

93E15: Stochastic stability in control theory

Related Items

Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise, Stochastic stability of linear systems with semi-Markovian jump parameters, On a Detectability Concept of Discrete-Time Infinite Markov Jump Linear Systems, STABILITY IN DISTRIBUTION OF NONLINEAR SYSTEMS WITH TIME-VARYING DELAYS AND SEMI-MARKOVIAN SWITCHING, Adaptive control of linear Markov jump systems, Robust observers for neutral jumping systems with uncertain information, Necessary and sufficient condition for robust stability and stabilizability of continuous-time linear systems with Markovian jumps, Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping., Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty, Worst case control of uncertain jumping systems with multi-state and input delay information, Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations, Parametrized riccati equations for controlled linear differential systems with jump Markov perturbations, Jump Lq-Optimal Control For Discrete-Time Markovian Systems With Stochastic Inputs

Cites Work

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