Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises

International Journal of Control ◽

10.1080/00207179.2012.760047 ◽

2013 ◽

Vol 86 (5) ◽

pp. 779-793 ◽

Author(s):

O.L.V. Costa ◽

G.R.A.M. Benites

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Markov Jump Linear Systems

Download Full-text

State estimation for discrete-time Markov jump linear systems with multiplicative noises and delayed mode measurements

Digital Signal Processing ◽

10.1016/j.dsp.2014.04.002 ◽

2014 ◽

Vol 30 ◽

pp. 27-36 ◽

Author(s):

Wei Liu ◽

Guangzhen Hu

Keyword(s):

State Estimation ◽

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Markov Jump Linear Systems

Download Full-text

Robust stability and stabilization of discrete-time infinite Markov jump linear systems

2009 European Control Conference (ECC) ◽

10.23919/ecc.2009.7074904 ◽

2009 ◽

Author(s):

Marcos G. Todorov ◽

Marcelo D. Fragoso

Keyword(s):

Linear Systems ◽

Robust Stability ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Stability And Stabilization ◽

Robust Stability And Stabilization

Download Full-text

Continuous and discrete time filters for Markov jump linear systems with Gaussian observations

Proceedings of 8th Workshop on Statistical Signal and Array Processing ◽

10.1109/ssap.1996.534901 ◽

2002 ◽

Author(s):

V. Krishnamurthy ◽

J. Evans

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

Download Full-text

Static Output Constrained Control for Discrete-Time Hidden Markov Jump Linear Systems

IEEE Access ◽

10.1109/access.2020.2985341 ◽

2020 ◽

Vol 8 ◽

pp. 62969-62979 ◽

Author(s):

Yeison A. Zabala ◽

Oswaldo L. V. Costa

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Hidden Markov ◽

Constrained Control ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Download Full-text

Optimal control with constrained total variance for Markov jump linear systems with multiplicative noises

International Journal of Systems Science ◽

10.1080/00207721.2018.1441469 ◽

2018 ◽

Vol 49 (6) ◽

pp. 1178-1187 ◽

Author(s):

Fabio Barbieri ◽

Oswaldo L. V. Costa

Keyword(s):

Optimal Control ◽

Linear Systems ◽

Total Variance ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Markov Jump Linear Systems

Download Full-text

ℋ2 control of discrete-time Markov jump linear systems with uncertain transition probability matrix: improved linear matrix inequality relaxations and multi-simplex modelling

IET Control Theory and Applications ◽

10.1049/iet-cta.2012.1015 ◽

2013 ◽

Vol 7 (12) ◽

pp. 1665-1674 ◽

Author(s):

Cecília F. Morais ◽

Pedro L.D. Peres ◽

Márcio F. Braga ◽

Ricardo C.L.F. Oliveira

Keyword(s):

Linear Matrix Inequality ◽

Linear Systems ◽

Discrete Time ◽

Transition Probability ◽

Transition Probability Matrix ◽

Linear Matrix ◽

Matrix Inequality ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

Download Full-text

Balanced Truncation for Discrete Time Markov Jump Linear Systems

IEEE Transactions on Automatic Control ◽

10.1109/tac.2010.2060241 ◽

2010 ◽

Vol 55 (11) ◽

pp. 2606-2611 ◽

Author(s):

Georgios Kotsalis ◽

Anders Rantzer

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Balanced Truncation ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

Download Full-text

Reduced-order dynamic output feedback control of uncertain discrete-time Markov jump linear systems

International Journal of Control ◽

10.1080/00207179.2016.1245871 ◽

2016 ◽

Vol 90 (11) ◽

pp. 2368-2383 ◽

Author(s):

Cecília F. Morais ◽

Márcio F. Braga ◽

Ricardo C. L. F. Oliveira ◽

Pedro L. D. Peres

Keyword(s):

Feedback Control ◽

Linear Systems ◽

Discrete Time ◽

Output Feedback ◽

Output Feedback Control ◽

Dynamic Output Feedback ◽

Markov Jump ◽

Jump Linear Systems ◽

Reduced Order ◽

Markov Jump Linear Systems

Download Full-text

On the detectability and observability of discrete-time Markov jump linear systems

Proceedings of the 39th IEEE Conference on Decision and Control (Cat. No.00CH37187) ◽

10.1109/cdc.2000.914151 ◽

2002 ◽

Author(s):

E.E. Costa ◽

J.B.R. Do Val

Keyword(s):

Linear Systems ◽

Discrete Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

Download Full-text

Fault detection for discrete-time Markov jump linear systems with partially known transition probabilities

2008 47th IEEE Conference on Decision and Control ◽

10.1109/cdc.2008.4738878 ◽

2008 ◽

Author(s):

Lixian Zhang ◽

El-kebir Boukas ◽

Luc Baron

Keyword(s):

Fault Detection ◽

Linear Systems ◽

Discrete Time ◽

Transition Probabilities ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

Download Full-text