Now showing items 1-10 of 139
H ∞ state feedback control of discrete-time Markov jump linear systems through linear matrix inequalities
This paper addresses the H ∞ state-feedback control design problem of discretetime Markov jump linear systems. First, under the assumption that the Markov parameter is measured, the main contribution is on the LMI ...
The LQ control problem for Markovian jumps linear systems with horizon defined by stopping times
This paper deals with a stochastic optimal control problem involving discrete-time jump Markov linear systems. The jumps or changes between the system operation modes evolve according to an underlying Markov chain. In the ...
A new approach to detectability of discrete-time infinite Markov jump linear systems
(Siam PublicationsPhiladelphiaEUA, 2005)
On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain
We consider in this paper the optimal stationary dynamic linear filtering problem for continuous-time linear systems subject to Markovian jumps in the parameters (LSMJP) and additive noise (Wiener process). It is assumed ...
Stochastic exponential stability of singular linear systems with Markov jump parameters
This paper deals with exponential stability of discrete-time singular systems with Markov jump parameters. We propose a set of coupled generalized Lyapunov equations (CGLE) that provides sufficient conditions to check this ...
H(infinity) Filtering of Discrete-Time Markov Jump Linear Systems Through Linear Matrix Inequalities
(Ieee-inst Electrical Electronics Engineers IncPiscatawayEUA, 2009)
H(2) filtering of discrete-time Markov jump linear systems through linear matrix inequalities
(Taylor & Francis LtdAbingdonInglaterra, 2008)
On a detectability concept of discrete-time infinite Markov jump linear systems
(Marcel Dekker IncNew YorkEUA, 2005)