Stabilization of jump linear gaussian systems without mode observations
DOI10.1080/00207179608921647zbMATH Open0857.93095OpenAlexW2168694992MaRDI QIDQ4890792FDOQ4890792
Authors: Guolin Pan, Yaakov Bar-Shalom 
Publication date: 26 February 1997
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207179608921647
Recommendations
stabilitydiscrete-timelinearadaptive stabilizationoptimal controlleradaptive controllersjump Markov parameters
Discrete-time control/observation systems (93C55) Adaptive or robust stabilization (93D21) Optimal stochastic control (93E20)
Cites Work
- On a partially observable LQG problem for systems with Markovian jumping parameters
- Optimal adaptive LQG control for systems with finite state process parameters
- Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria †
- On the discrete time matrix Riccati equation of optimal control†
- On controlability of linear systems with stochastic jump parameters
- Dual effect, certainty equivalence, and separation in stochastic control
- Optimal control of jump-linear gaussian systems†
- Adaptive control of linear stochastic systems
- Stabilizing control law for hybrid models
- The solution of a partially observed stochastic optimal control problem in terms of predicted miss
- Control of discrete-time hybrid stochastic systems
Cited In (20)
- On the detectability and observability of discrete-time Markov jump linear systems
- Stationary distributions of Euler–Maruyama-type stochastic difference equations with Markovian switching and their convergence
- Rigid cylindrical frameworks with two coincident points
- Robust fuzzy control for uncertain discrete-time nonlinear Markovian jump systems without mode observations
- Almost surely asymptotic stability of neutral stochastic differential delay equations with Markovian switching
- On the continuous time-varying JLQC
- Transition probability bounds for the stochastic stability robustness of continuous- and discrete-time Markovian jump linear systems
- \({\mathcal H}_{\infty}\) filter for uncertain Markovian jump nonlinear systems: an LMI approach
- 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
- Convergence of the Euler--Maruyama method for stochastic differential equations with Markovian switching.
- Exponential stability for uncertain neutral systems with Markov jumps
- Numerical method for stationary distribution of stochastic differential equations with Markovian switching
- On dissipative filtering over unreliable communication links for stochastic jumping neural networks based on a unified design method
- Robust stability and controllability of stochastic differential delay equations with Markovian switching.
- An application of robust control technique to manufacturing systems with uncertain processing time
- Joint Estimation and Control of Jump Linear Systems With Multiplicative Noises
- Finite-time asynchronous ℋ∞ filtering for discrete-time Markov jump systems over a lossy network
- Extended \(\mathcal H_\infty\) filtering of Markov jump nonlinear systems with general uncertain transition probabilities
- On Stochastic Stabilization of Discrete‐Time Markovian Jump Systems with Delay in State
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