Accurate and fast parameter identification of conditionally Gaussian Markov jump linear system with input control

Automatica ◽  
2022 ◽  
Vol 137 ◽  
pp. 109928
Author(s):  
Haoyu Li ◽  
Ke Zhang
Keyword(s):  
Linear System ◽  
Parameter Identification ◽  
Markov Jump ◽  
Input Control ◽  
Markov Jump Linear System

scholarly journals Stabilisation of Discrete-Time Piecewise Homogeneous Markov Jump Linear System with Imperfect Transition Probabilities

2015 ◽  
Vol 2015 ◽  
pp. 1-14 ◽  
Author(s):  
Ding Zhai ◽  
Liwei An ◽  
Jinghao Li ◽  
Qingling Zhang
Keyword(s):  
Linear System ◽  
Discrete Time ◽  
Transition Probabilities ◽  
Feedback Controller ◽  
Sufficient Condition ◽  
Markov Jump ◽  
Stochastically Stable ◽  
Lyapunov Matrix ◽  
The Stability ◽  
Markov Jump Linear System

This paper is devoted to investigating the stability and stabilisation problems for discrete-time piecewise homogeneous Markov jump linear system with imperfect transition probabilities. A sufficient condition is derived to ensure the considered system to be stochastically stable. Moreover, the corresponding sufficient condition on the existence of a mode-dependent and variation-dependent state feedback controller is derived to guarantee the stochastic stability of the closed-loop system, and a new method is further proposed to design a static output feedback controller by introducing additional slack matrix variables to eliminate the equation constraint on Lyapunov matrix. Finally, some numerical examples are presented to illustrate the effectiveness of the proposed methods.

Mode-Independent ${\cal H}_{2}$ -Control of a DC Motor Modeled as a Markov Jump Linear System

2014 ◽  
Vol 22 (5) ◽  
pp. 1915-1919 ◽  
Author(s):  
Ricardo C. L. F. Oliveira ◽  
Alessandro N. Vargas ◽  
Joao B. R. do Val ◽  
Pedro L. D. Peres
Keyword(s):  
Linear System ◽  
Dc Motor ◽  
Markov Jump ◽  
Markov Jump Linear System

scholarly journals Jump-Diffusion Modeling of a Markov Jump Linear System with Applications in Microgrids

2021 ◽  
Author(s):  
Gilles Mpembele ◽  
Jonathan Kimball
Keyword(s):  
Linear System ◽  
Diffusion Model ◽  
Jump Diffusion ◽  
Diffusion Modeling ◽  
Markov Jump ◽  
Jump Diffusion Model ◽  
Markov Jump Linear System

This paper is about the derivation of a jump-diffusion model of a microgrid operating between standalone and grid-tied modes.

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