Stability and control for linear systems with jump Markov perturbations

DOI10.1080/07362999508809384zbMath0818.93075OpenAlexW2062886335MaRDI 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 systemsexponential stabilitystochastic controlstabilizabilityuniform observabilitydetectabilityjump coefficientsfinite-state Markov processes

Mathematics Subject Classification ID

Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

Related Items (15)

Robust Kalman filtering for discrete-time Markovian jump systems with parameter uncertainty ⋮ Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise ⋮ Robust observers for neutral jumping systems with uncertain information ⋮ Systems of matrix rational differential equations arising in connection with linear stochastic systems with Markovian jumping. ⋮ Stability and linear quadratic differential games of discrete-time Markovian jump linear systems with state-dependent noise ⋮ Game-theoretic coupled riccati equations associated to controlled linear differential systems with jump markov perturbations ⋮ 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 ⋮ Average Reachability of Continuous-time Markov Jump Linear Systems and the Linear Minimum Mean Square Estimator ⋮ Necessary and sufficient condition for robust stability and stabilizability of continuous-time linear systems with Markovian jumps ⋮ Adaptive control of linear Markov jump systems ⋮ Parametrized riccati equations for controlled linear differential systems with jump Markov perturbations ⋮ Jump Lq-Optimal Control For Discrete-Time Markovian Systems With Stochastic Inputs ⋮ Worst case control of uncertain jumping systems with multi-state and input delay information

Cites Work

• Tracking almost periodic signals under white noise perturbations
• Quadratic Control for Linear Time-Varying Systems
• Optimal stationary control for dynamic systems with Markov perturbations
• Performance estimates in tracking under white-noise perturbations
• Infinite horizon stochastic regulation and tracking with the overtaking criterion^∗
• Dynamic Programming Approach to Stochastic Evolution Equations
• Optimal stabilizing compensator for linear systems with state-dependent noise

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