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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 ...
Time-limited model reduction for semi-markovian jump systems based on generalized gramians
(2021)
This paper is concerned with the approximation problem for semi-Markovian jump systems (SMJSs) based on generalized time-limited Gramians. For a given SMJS with partially known transition probabilities, the generalized ...
Non-Markovian quantum jumps from measurements in bipartite Markovian dynamics
(American Physical Society, 2013-07)
The quantum jump approach allows to characterize the stochastic dynamics associated with an open quantum system submitted to a continuous measurement action. In this paper we show that this formalism can consistently be ...
Robust Estimation for Discrete-Time Markovian Jump Linear Systems
(IEEEPiscataway, 2013-08)
This technical note deals with recursive robust estimation of Markov jump linear systems subject to unobserved chain state. It is developed an augmented system modeled via norm bounded uncertainties. Upper and lower bounds ...
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 ...
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 ...