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H ∞ state feedback control of discrete-time Markov jump linear systems through linear matrix inequalities
(2011-12-01)
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 ...
Stochastic exponential stability of singular linear systems with Markov jump parameters
(2012-08-08)
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 ...
The LQ control problem for Markovian jumps linear systems with horizon defined by stopping times
(2004-11-29)
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 ...
Linear quadratic Gaussian control of discrete-time Markov jump linear systems with horizon defined by stopping times
(2005-12-01)
The linear quadratic Gaussian control of discrete-time Markov jump linear systems is addressed in this paper, first for state feedback, and also for dynamic output feedback using state estimation. in the model studied, the ...
Stochastic stability and optimal control for a class of continuous-time Markov jump linear systems with horizon defined by a stopping time
(Ieee, 2013-01-01)
This article deals with stochastic stability and optimal control for continuous-time Markov jump linear systems (MJLS). In the adopted model, the horizon of the problem is given by a stopping time representing the occurrence ...
Stochastic stability and optimal control for a class of continuous-time Markov jump linear systems with horizon defined by a stopping time
(2013-01-01)
This article deals with stochastic stability and optimal control for continuous-time Markov jump linear systems (MJLS). In the adopted model, the horizon of the problem is given by a stopping time representing the occurrence ...
Stability Of Receding Horizon Control Of Markov Jump Linear Systems Without Jump Observations
(IEEE, Piscataway, NJ, United States, 2000)
Stochastic Stability for Markovian Jump Linear Systems Subject to a Crucial Failure Event
(2003-11-07)
This paper is concerned with the stability of discrete-time linear systems subject to random jumps in the parameters, described by an underlying finite-state Markov chain. In the model studied, a stopping time τ Δ is ...