On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise
From MaRDI portal
Publication:469638
DOI10.1007/S11424-010-9270-7zbMATH Open1298.93306OpenAlexW2082207774MaRDI QIDQ469638FDOQ469638
Authors: Weihai Zhang, Yuan-Hua Ni, Hai-Tao Fang 
Publication date: 11 November 2014
Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11424-010-9270-7
Recommendations
- Observability and detectability of discrete-time stochastic systems with Markovian jump
- On the detectability and observability of continuous stochastic Markov jump linear systems
- On observability and detectability of continuous-time stochastic Markov jump systems
- On detectability and observability of discrete-time stochastic Markov jump systems with state-dependent noise
- Observability and detectability of a class of discrete-time stochastic linear systems
Observability (93B07) (H^infty)-control (93B36) Stochastic systems in control theory (general) (93E03)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the Adaptive Control of Jump Parameter Systems via Nonlinear Filtering
- Title not available (Why is that?)
- Rational matrix equations in stochastic control.
- Title not available (Why is that?)
- Stabilization and destabilization of hybrid systems of stochastic differential equations
- Stochastic>tex<$H_2/H_infty $>/tex<Control WithState-Dependent Noise
- On Necessary and Sufficient Conditions for ${H}_{\infty }$ Output Feedback Control of Markov Jump Linear Systems
- Indefinite stochastic linear quadratic control with Markovian jumps in infinite time horizon
- Kronecker products and matrix calculus in system theory
- On stabilizability and exact observability of stochastic systems with their applications.
- Generalized Lyapunov Equation Approach to State-Dependent Stochastic Stabilization/Detectability Criterion
- Stability and robust stabilization to linear stochastic systems described by differential equations with markovian jumping and multiplicative white noise
- On the Observability and Detectability of Continuous-Time Markov Jump Linear Systems
- Robust H∞ infinity control in the presence of stochastic uncertainty
- Stochastic uniform observability of linear differential equations with multiplicative noise
- Infinite horizon \(H_2/H_\infty\) control for stochastic systems with Markovian jumps
- Infinite horizon and ergodic optimal quadratic control for an affine equation with stochastic coefficients
- On detectability of stochastic systems
Cited In (18)
- Exponential stability and robust \(H_\infty\) control for discrete-time time-delay infinite Markov jump systems
- Further analysis on observability of stochastic periodic systems with application to robust control
- Finite horizon \(H_2 / H_\infty\) control for SDEs with infinite Markovian jumps
- Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces
- Moment observability and output feedback stabilisation for linear stochastic impulsive systems
- A fault detection and isolation filter design method for Markov jump linear parameter-varying systems
- Detectability, observability and Lyapunov-type theorems of linear discrete time-varying stochastic systems with multiplicative noise
- H ∞ control for discrete-time nonlinear Markov jump systems with multiplicative noise and sector constraint
- Spectral tests for observability and detectability of periodic Markov jump systems with nonhomogeneous Markov chain
- Infinite horizon \(H_2/H_\infty\) optimal control for discrete-time Markov jump systems with \((x,u,v)\)-dependent noise
- Some remarks on infinite horizon stochastic \(H_2/H_\infty\) control with \((x,u,v)\)-dependent noise and Markov jumps
- On the detectability and observability of continuous stochastic Markov jump linear systems
- Exact detectability: application to generalized Lyapunov and Riccati equations
- Robust \(H_2/H_\infty\) fuzzy filtering for nonlinear stochastic systems with infinite Markov jump
- Stability analysis for positive Markov jump systems in \(p\)th moment sense: necessary and sufficient conditions
- Observability and detectability of discrete-time stochastic systems with Markovian jump
- On observability and detectability of continuous-time stochastic Markov jump systems
- Some properties of exact observability of linear stochastic systems and their applications
This page was built for publication: On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q469638)
