Recursive estimators with Markovian jumps

DOI10.1016/J.SYSCONLE.2012.07.003MaRDI QIDQ360693zbMATH OpenOpenAlexFDO

Authors Lirong Huang, Håkan Hjalmarsson

Publication date 27 August 2013

Published in Systems \& Control Letters (Search for Journal in Brave)

Full work available at URL http://www.sciencedirect.com/science/article/pii/S0167691112001363

zbMATH Keywords

recursive estimationstochastic approximationadaptive estimationjoint spectral radiusevent-triggered Markovian jumpsnon-minimum phase zeros

Mathematics Subject Classification ID

Eigenvalue problems (93B60) Adaptive control/observation systems (93C40) Estimation and detection in stochastic control theory (93E10)

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Cites work

• scientific article; zbMATH DE number 3875113 (Why is no real title available?)
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• Analysis of recursive stochastic algorithms
• BIBO stability of linear switching systems
• Bounded semigroups of matrices
• Convergence of an adaptive linear estimation algorithm
• Distributed learning and cooperative control for multi-agent systems
• Dynamical systems which undergo switching
• General results on the convergence of stochastic algorithms
• Identification and stochastic adaptive control
• Introduction to Stochastic Search and Optimization
• New Approach to Recursive Identification for ARMAX Systems
• On positive real transfer functions and the convergence of some recursive schemes
• Rate of Convergence of Recursive Estimators
• Sets of matrices all infinite products of which converge
• Stochastic approximation and its applications
• Variance-error quantification for identified poles and zeros

Cited in

(5)

• Recursive partial realization from the combined sequence of Markov parameters and moments
• Almost sure stability and stabilization of discrete-time stochastic systems
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• Improvements in the application of stochastic estimation algorithms--Parameter jump detection
• Generator estimation of Markov jump processes

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