𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Stability of discrete-time linear systems with Markovian jumping parameters

✍ Scribed by E. K. Boukas; H. Yang


Publisher
Springer
Year
1995
Tongue
English
Weight
538 KB
Volume
8
Category
Article
ISSN
0932-4194

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Stochastic stability and guaranteed cost
✍ El-KΓ©bir Boukas; Peng Shi πŸ“‚ Article πŸ“… 1998 πŸ› John Wiley and Sons 🌐 English βš– 126 KB πŸ‘ 2 views

In this paper, we first study the problems of robust quadratic mean-square stability and stabilization for a class of uncertain discrete-time linear systems with both Markovian jumping parameters and Frobenius norm-bounded parametric uncertainities. Necessary and sufficient conditions for the above

An image-based filter for discrete-time
✍ F. Dufour; P. Bertrand πŸ“‚ Article πŸ“… 1996 πŸ› Elsevier Science 🌐 English βš– 722 KB

## Abstrart-A discrete-time filtering problem for hybrid systems is studied in which the state process is observed in white noise and the random jump process (called the mode or the regime) is observed by a point process. The optimal state and mode estimator, when only the mode measurements arc us

Stochastic stability for Markovian jump
✍ JoΓ£o B.R. do Val; Cristiane Nespoli; Yusef R.Z. CΓ‘ceres πŸ“‚ Article πŸ“… 2003 πŸ› Elsevier Science 🌐 English βš– 143 KB

This paper deals with a stochastic stability concept for discrete-time Markovian jump linear systems. The random jump parameter is associated to changes between the system operation modes due to failures or repairs, which can be well described by an underlying finite-state Markov chain. In the model