On the Adaptive Control of Jump Parameter Systems via Nonlinear Filtering

DOI10.1137/S0363012992238679MaRDI QIDQ4862435zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

adaptive feedbackjump-Markov parameterslinearnonlinear filteringstochastic Lyapunov techniques

Mathematics Subject Classification ID

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

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Cited in

(27)

• Tracking and identification of regime-switching systems using binary sensors
• Some comments on a simple nonlinear filter with application to adaptive control
• The \(H_2\)-control for jump linear systems: Cluster observations of the Markov state
• Detector-based H_ results for discrete-time Markov jump linear systems with partial observations
• Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
• A stabilizing controller for jump linear Gaussian systems with noisy state observations
• Stability analysis and stabilization control of multi-variable switched stochastic systems
• Time-inconsistent stochastic LQ problem with regime switching
• Linear quadratic optimal sampled data control of linear systems with unknown switched modes and stochastic disturbances
• Mean-field stochastic linear-quadratic optimal control with Markov jump parameters
• H_∞ control of continuous-time Markov jump linear systems with detector-based mode information
• scientific article; zbMATH DE number 440436 (Why is no real title available?)
• On the stabilization of switched linear stochastic systems with unobservable switching laws
• Adaptive sampled-data based linear quadratic optimal control of stochastic systems
• Robust output feedbackH_∞control of uncertain Markovian jump systems with mode-dependent time-delays
• Double-stepped adaptive control for hybrid systems with unknown Markov jumps and stochastic noises
• Control of nonlinear systems with Markovian parameter changes
• scientific article; zbMATH DE number 218712 (Why is no real title available?)
• On the observability and detectability of linear stochastic systems with Markov jumps and multiplicative noise
• Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models
• 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
• Exact simulation of jump-diffusion processes with Monte Carlo applications
• Separation principle for stochastic control of continuous-time Markov jump linear systems under partial observations
• Near optimal approximations and finite memory policies for POMPDs with continuous spaces
• Stabilization of stochastic systems with hidden Markovian jumps

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