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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 ...
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 ...
Information Filtering and Array Algorithms for Discrete-Time Markovian Jump Linear Systems
(IEEE-INST ELECTRICAL ELECTRONICS ENGINEERS INC, 2009)
This technical note develops information filter and array algorithms for a linear minimum mean square error estimator of discrete-time Markovian jump linear systems. A numerical example for a two-mode Markovian jump linear ...
On the Filtering Problem for Continuous-Time Markov Jump Linear Systems with no Observation of the Markov Chain
(LAVOISIER, 2011)
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 ...
Metrics of performance for discrete-time descriptor jump linear systems
(ElsevierAmsterdam, 2014-03)
Analytical tools to measure the performance of a control system described by a discrete-time descriptor jump linear system are given. Specifically, a closed-form expression for the steady-state output power as well as a ...
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 ...
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 ...
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 ...
H(infinity) Filtering of Discrete-Time Markov Jump Linear Systems Through Linear Matrix Inequalities
(Ieee-inst Electrical Electronics Engineers IncPiscatawayEUA, 2009)