Stationary Riccati equation for linear minimum mean square error estimator of Markovian jump systems

2002 ◽  
Author(s):  
O.L.V. Costa ◽  
S.G. Jimenez
Keyword(s):  
Riccati Equation ◽  
Mean Square Error ◽  
Minimum Mean Square Error ◽  
Markovian Jump Systems ◽  
Error Estimator ◽  
Mean Square ◽  
Markovian Jump ◽  
Jump Systems

scholarly journals FAST ARRAY ALGORITHMS FOR FILTERING OF MARKOVIAN JUMP LINEAR SYSTEMS WITH STRUCTURED TIME-VARIANT PARAMETERS

2021 ◽  
Vol 6 (4) ◽  
Author(s):  
Gildson Queiroz De Jesus ◽  
Guilherme Peixoto Andrade
Keyword(s):  
Linear Systems ◽  
Mean Square Error ◽  
Minimum Mean Square Error ◽  
Error Estimator ◽  
Mean Square ◽  
Markovian Jump ◽  
Jump Linear Systems ◽  
Numerical Example ◽  
Markovian Jump Linear Systems ◽  
Type Algorithm

In this paper were developed fast array algorithms for the linear minimum mean square error estimator for a class of Markovian jump linear systems with structured time-variant parameters. The fast array algorithms for systems with structured time-variant parameters arises as an alternative to calculate this type algorithm for some variation in the time of the parameters. Numerical example to show the advantage of using fast array algorithm to filter this class of systems are provided.

Input–output finite-time mean square stabilization of nonlinear semi-Markovian jump systems

Automatica ◽  
2019 ◽  
Vol 104 ◽  
pp. 82-89 ◽  
Author(s):  
Huaicheng Yan ◽  
Yongxiao Tian ◽  
Hongyi Li ◽  
Hao Zhang ◽  
Zhichen Li
Keyword(s):  
Finite Time ◽  
Markovian Jump Systems ◽  
Mean Square ◽  
Input Output ◽  
Markovian Jump ◽  
Jump Systems

Stability of switched Markovian jump systems with time-varying generally bounded transition rates

2021 ◽  
pp. 014233122098753
Author(s):  
Dunke Lu ◽  
Xiaohang Li
Keyword(s):  
Sufficient Conditions ◽  
Markovian Jump Systems ◽  
Time Varying ◽  
Transition Rates ◽  
Mean Square ◽  
Markovian Jump ◽  
Mean Square Stability ◽  
Special Cases ◽  
Jump Systems ◽  
Exponential Mean Square Stability

This paper addresses the exponential mean-square stability for a kind of switched Markovian jump systems, which have time-varying generally bounded transition rates and mode-dependent time delay. Since these transition rates are time-varying and generally bounded, they turn out to be more practical. In fact, those existing transition rates can be treated as special cases of the proposed ones in this paper. By constructing a new Lyapunov-Krasovskii function, sufficient conditions in a tractable form are derived for the exponential mean-square stability of the considered systems. For good measure, a numerical example is given to show the efficiency and potential of the proposed method.

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