Optimal mean–variance control for discrete-time linear systems with Markovian jumps and multiplicative noises
✍ Scribed by Oswaldo L.V. Costa; Alexandre de Oliveira
- Book ID
- 113481463
- Publisher
- Elsevier Science
- Year
- 2012
- Tongue
- English
- Weight
- 393 KB
- Volume
- 48
- Category
- Article
- ISSN
- 0005-1098
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In this paper we obtain the linear minimum mean square estimator (LMMSE) for discrete-time linear systems subject to state and measurement multiplicative noises and Markov jumps on the parameters. It is assumed that the Markov chain is not available. By using geometric arguments we obtain a Kalman t
## Abstract This paper is concerned with the reliable control problem against actuator failures for a class of uncertain discrete‐time stochastic nonlinear time‐delay systems. The failures of actuators are quantified by a variable varying in a given interval. The stochastic nonlinearities described