Randomized algorithms for robust stability and guaranteed cost control of stochastic jump parameter systems with uncertain switching policies

Journal of Optimization Theory and Applications

Volumn 124, Issue 1, 2005, Pages 227-245

  Ugrinovskii, V A ^a  

^a UNIVERSITY OF NEW SOUTH WALES   (Australia)

Author keywords

Guaranteed cost control; Markovian jump parameter systems; Matrix inequalities; Randomized algorithms; Robust control

Indexed keywords

CONTROL SYSTEM STABILITY; COST EFFECTIVENESS; PARAMETER ESTIMATION; ROBUST CONTROL; STOCHASTIC CONTROL SYSTEMS; STOCHASTIC SYSTEMS; UNCERTAINTY ANALYSIS;

COST CONTROLS; GUARANTEED COST; GUARANTEED COST CONTROL; MARKOVIAN JUMP PARAMETER SYSTEM; MARKOVIAN JUMP PARAMETERS; MATRIX INEQUALITY; PARAMETER SYSTEM; RANDOMIZED ALGORITHMS; ROBUST STABILITY; STOCHASTIC JUMPS;

MARKOV PROCESSES;

EID: 13844275692     PISSN: 00223239     EISSN: None     Source Type: Journal    
DOI: 10.1007/s10957-004-6474-9     Document Type: Article

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