Fast Switching Detector-Based $H_2$ Control of Markov Jump Linear Systems with Multiplicative Noises

SIAM Journal on Control and Optimization ◽

10.1137/20m1335303 ◽

2021 ◽

Vol 59 (6) ◽

pp. 4243-4267

Author(s):

C. C. Graciani Rodrigues ◽

M. G. Todorov ◽

M. D. Fragoso

Keyword(s):

Linear Systems ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Fast Switching ◽

Markov Jump Linear Systems

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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

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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

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Design of model predictive control for constrained Markov jump linear systems with multiplicative noises and online portfolio selection

International Journal of Robust and Nonlinear Control ◽

10.1002/rnc.4807 ◽

2019 ◽

Vol 30 (3) ◽

pp. 1050-1070 ◽

Author(s):

Vladimir Dombrovskii ◽

Tatiana Pashinskaya

Keyword(s):

Model Predictive Control ◽

Linear Systems ◽

Portfolio Selection ◽

Predictive Control ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Markov Jump Linear Systems ◽

Online Portfolio ◽

Online Portfolio Selection

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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

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Mean Square Stability and $H_{2}$-Control for Markov Jump Linear Systems with Multiplicative Noises and Partial Mode Information

2018 IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2018.8619184 ◽

2018 ◽

Author(s):

C. C. Graciani Rodrigues ◽

Marcos G. Todorov ◽

Marcelo D. Fragoso

Keyword(s):

Linear Systems ◽

Mean Square ◽

Markov Jump ◽

Jump Linear Systems ◽

Multiplicative Noises ◽

Mean Square Stability ◽

Markov Jump Linear Systems ◽

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Positive Markov Jump Linear Systems

10.1561/9781680830972 ◽

2015 ◽

Author(s):

Paolo Bolzern ◽

Patrizio Colaneri

Keyword(s):

Linear Systems ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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On uniform convergence in Markov jump linear systems problems and the Kolmogorov forward equation

Proceedings of the 2004 American Control Conference ◽

10.23919/acc.2004.1383847 ◽

2004 ◽

Author(s):

J. Baczynski ◽

M.D. Fragoso

Keyword(s):

Uniform Convergence ◽

Linear Systems ◽

Markov Jump ◽

Jump Linear Systems ◽

Forward Equation ◽

Markov Jump Linear Systems ◽

Kolmogorov Forward Equation

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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

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

2009 European Control Conference (ECC) ◽

10.23919/ecc.2009.7074902 ◽

2009 ◽

Author(s):

Marcos G. Todorov ◽

Marcelo D. Fragoso

Keyword(s):

Linear Systems ◽

Robust Stability ◽

Continuous Time ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems ◽

Stability And Stabilization ◽

Robust Stability And Stabilization

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Stochastic stability of positive Markov jump linear systems with fixed dwell time

Nonlinear Analysis Hybrid Systems ◽

10.1016/j.nahs.2021.101014 ◽

2021 ◽

Vol 40 ◽

pp. 101014

Author(s):

Jie Lian ◽

Renke Wang

Keyword(s):

Linear Systems ◽

Stochastic Stability ◽

Markov Jump ◽

Jump Linear Systems ◽

Markov Jump Linear Systems

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