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Stochastic stability for Markovian jump linear systems associated with a finite number of jump times
(Elsevier B.V., 2003-09-15)
This paper deals with a stochastic stability concept for discrete-time Markovian jump linear systems. The random jump parameter is associated to changes between the system operation modes due to failures or repairs, which ...
On the detectability and observability of discrete-time Markov jump linear systems
(Elsevier Science BvAmsterdamHolanda, 2001)
On the observability and detectability of continuous-time Markov jump linear systems
(Siam PublicationsPhiladelphiaEUA, 2002)
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 ...
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 ...
The H-2-control for jump linear systems: cluster observations of the Markov state
(Pergamon-elsevier Science LtdOxfordInglaterra, 2002)
A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters
(IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC, 2010)
In this paper, we devise a separation principle for the finite horizon quadratic optimal control problem of continuous-time Markovian jump linear systems driven by a Wiener process and with partial observations. We assume ...