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Discrete-time mean variance optimal control of linear systems with Markovian jumps and multiplicative noise
(TAYLOR & FRANCIS LTD, 2009)
In this article, we consider the stochastic optimal control problem of discrete-time linear systems subject to Markov jumps and multiplicative noise under three kinds of performance criterions related to the final value ...
Markov jump linear systems and filtering through network transmitted measurements
(Elsevier Science BvAmsterdamHolanda, 2010)
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 ...
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 ...
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 ...
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 ...
Optimal H2 And H∞ Mode-independent Filters For Generalised Bernoulli Jump Systems
(Taylor and Francis Ltd., 2015)