On the Adaptive Control of Jump Parameter Systems via Nonlinear Filtering

DOI10.1137/S0363012992238679zbMATH Open0843.93076OpenAlexW1495604384MaRDI QIDQ4862435FDOQ4862435

Authors: Peter E. Caines, Jifeng Zhang 

Publication date: 15 August 1996

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012992238679

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zbMATH Keywords

linearnonlinear filteringadaptive feedbackjump-Markov parametersstochastic Lyapunov techniques

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Stochastic stability in control theory (93E15) Stochastic learning and adaptive control (93E35)

Cited In (24)

• Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
• Double-stepped adaptive control for hybrid systems with unknown Markov jumps and stochastic noises
• Exact simulation of jump-diffusion processes with Monte Carlo applications
• Mean-field stochastic linear-quadratic optimal control with Markov jump parameters
• Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models
• A stabilizing controller for jump linear Gaussian systems with noisy state observations
• The \(H_2\)-control for jump linear systems: Cluster observations of the Markov state
• Tracking and identification of regime-switching systems using binary sensors
• Stabilization of stochastic systems with hidden Markovian jumps
• Detector-based \(H_\infty\) results for discrete-time Markov jump linear systems with partial observations
• On the stabilization of switched linear stochastic systems with unobservable switching laws
• Title not available (Why is that?)
• Linear quadratic optimal sampled data control of linear systems with unknown switched modes and stochastic disturbances
• Some comments on a simple nonlinear filter with application to adaptive control
• Time-inconsistent stochastic LQ problem with regime switching
• Adaptive sampled-data based linear quadratic optimal control of stochastic systems
• Title not available (Why is that?)
• H_∞ control of continuous-time Markov jump linear systems with detector-based mode information
• Stochastic Detectability and Mean Bounded Error Covariance of the Recursive Kalman Filter with Markov Jump Parameters
• Adaptive control of linear Markov jump systems
• Stability analysis of switched stochastic systems
• Stability analysis and stabilization control of multi-variable switched stochastic systems
• On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise
• Robust output feedbackH_∞control of uncertain Markovian jump systems with mode-dependent time-delays

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