메뉴 건너뛰기




Volumn 22, Issue 1, 2004, Pages 99-111

Mean Square Stabilizability of Continuous-Time Linear Systems with Partial Information on the Markovian Jumping Parameters

Author keywords

Continuous time linear systems; Jump parameter; Mean square stabilizability; Partial information

Indexed keywords


EID: 1542427135     PISSN: 07362994     EISSN: None     Source Type: Journal    
DOI: 10.1081/SAP-120028025     Document Type: Article
Times cited : (33)

References (25)
  • 1
    • 0019049427 scopus 로고
    • Lyapunov techniques for the exponential stability of linear difference equations with random coefficients
    • Bitmead, R.R.; Anderson, B.D.O. Lyapunov techniques for the exponential stability of linear difference equations with random coefficients. IEEE Trans. Automat. Cont. 1980, 25, 782-787.
    • (1980) IEEE Trans. Automat. Cont. , vol.25 , pp. 782-787
    • Bitmead, R.R.1    Anderson, B.D.O.2
  • 2
    • 0016508916 scopus 로고
    • Continuous-time regulation of a class of econometric models
    • Blair, W.P., Jr.; Sworder, D.D. Continuous-time regulation of a class of econometric models. IEEE Trans. Systems Man Cyber. 1975, 5, 341-346.
    • (1975) IEEE Trans. Systems Man Cyber. , vol.5 , pp. 341-346
    • Blair Jr., W.P.1    Sworder, D.D.2
  • 3
    • 0017546223 scopus 로고
    • Stability of linear differential equations with random coefficients
    • Blankeship, G. Stability of linear differential equations with random coefficients. IEEE Trans. Automat. Cont. 1977, 22, 834-838.
    • (1977) IEEE Trans. Automat. Cont. , vol.22 , pp. 834-838
    • Blankeship, G.1
  • 4
    • 0024057021 scopus 로고
    • The interacting multiple model algorithm for systems with Markovian switching coefficients
    • Blom, H.A.P.; Bar-Shalom, Y. The interacting multiple model algorithm for systems with Markovian switching coefficients. IEEE Trans. Automat. Cont. 1988, 33, 780-783.
    • (1988) IEEE Trans. Automat. Cont. , vol.33 , pp. 780-783
    • Blom, H.A.P.1    Bar-Shalom, Y.2
  • 7
    • 0018011435 scopus 로고
    • Kronecker products and matrix calculus in system theory
    • Brewer, J.W. Kronecker products and matrix calculus in system theory. IEEE Trans. Circuits and Sys. 1978, 25, 772-781.
    • (1978) IEEE Trans. Circuits and Sys. , vol.25 , pp. 772-781
    • Brewer, J.W.1
  • 8
    • 33845392294 scopus 로고
    • Stability results for discrete-time linear systems with Markovian jumping parameters
    • Costa, O.L.V.; Fragoso, M.D. Stability results for discrete-time linear systems with Markovian jumping parameters. J. Math. Anal. Appl. 1993, 179, 154-178.
    • (1993) J. Math. Anal. Appl. , vol.179 , pp. 154-178
    • Costa, O.L.V.1    Fragoso, M.D.2
  • 9
    • 0029504870 scopus 로고
    • On the discrete-time infinite coupled Riccati equations which arises in a certain optimal control problem
    • Costa, O.L.V.; Fragoso, M.D. On the discrete-time infinite coupled Riccati equations which arises in a certain optimal control problem. IEEE Trans. Automat. Contr. 1995, 40, 2076-2088.
    • (1995) IEEE Trans. Automat. Contr. , vol.40 , pp. 2076-2088
    • Costa, O.L.V.1    Fragoso, M.D.2
  • 10
    • 0030242153 scopus 로고    scopus 로고
    • ∞-control for discrete-time infinite Markov jump parameters systems
    • ∞-control for discrete-time infinite Markov jump parameters systems. J. Math. Anal. Appl. 1996, 202, 578-603.
    • (1996) J. Math. Anal. Appl. , vol.202 , pp. 578-603
    • Costa, O.L.V.1    Do Val, J.B.R.2
  • 12
    • 0024017126 scopus 로고
    • On a partially observable LQG problem for systems with Markovian jumping parameters
    • Firagoso, M.D. On a partially observable LQG problem for systems with Markovian jumping parameters. Systems & Cont. Letts. 1988, 10, 349-356.
    • (1988) Systems & Cont. Letts. , vol.10 , pp. 349-356
    • Firagoso, M.D.1
  • 13
    • 0001271511 scopus 로고
    • A small random perturbation analysis of a partially observable LQG problem for systesm with Markovian jumping parameters
    • Fragoso, M.D. A small random perturbation analysis of a partially observable LQG problem for systesm with Markovian jumping parameters. IMA J. Math. Cont. & Information 1990, 7, 293-305.
    • (1990) IMA J. Math. Cont. & Information , vol.7 , pp. 293-305
    • Fragoso, M.D.1
  • 14
    • 0034437891 scopus 로고    scopus 로고
    • A unified approach for mean square stability of continuous-time linear systems with Markovian jumping parameters and additive disturbances
    • Sydney, Australia, Dec. (Submitted for Publication)
    • Fragoso, M.D.; Costa, O.L.V. A unified approach for mean square stability of continuous-time linear systems with Markovian jumping parameters and additive disturbances. In 39th IEEE Conf. on Decision and Control, Sydney, Australia, Dec. 2000, 2361-2366. (Submitted for Publication). See also, LNCC Internal Report No. 11/99, 1999, http://www.lncc.br/proj-pesq/relpesq-
    • (2000) 39th IEEE Conf. on Decision and Control , pp. 2361-2366
    • Fragoso, M.D.1    Costa, O.L.V.2
  • 15
    • 0034437891 scopus 로고    scopus 로고
    • Fragoso, M.D.; Costa, O.L.V. A unified approach for mean square stability of continuous-time linear systems with Markovian jumping parameters and additive disturbances. In 39th IEEE Conf. on Decision and Control, Sydney, Australia, Dec. 2000, 2361-2366. (Submitted for Publication). See also, LNCC Internal Report No. 11/99, 1999, http://www.lncc.br/proj-pesq/relpesq-
    • (1999) LNCC Internal Report No. 11/99
  • 16
    • 0036210695 scopus 로고    scopus 로고
    • Optimal control for continuous-time linear quadratic problems with infinite Markov jump parameters
    • Fragoso, M.D.; Baczynski, J. Optimal control for continuous-time linear quadratic problems with infinite Markov jump parameters. SIAM J. Cont. and Optimization 2001, 40, 270-297.
    • (2001) SIAM J. Cont. and Optimization , vol.40 , pp. 270-297
    • Fragoso, M.D.1    Baczynski, J.2
  • 17
    • 84881332087 scopus 로고    scopus 로고
    • Modelling electromagnetic disturbances in closed-loop computer controlled flight systems
    • Philadelphia, Pennsylvania, June
    • Gray, W.S.; Gonzalez, O. Modelling electromagnetic disturbances in closed-loop computer controlled flight systems. In IEEE 37th Conference on Decision and Control, Philadelphia, Pennsylvania, June 1998, 359-364.
    • (1998) IEEE 37th Conference on Decision and Control , pp. 359-364
    • Gray, W.S.1    Gonzalez, O.2
  • 18
    • 0025464943 scopus 로고
    • Controllability, stabilizability, and continuous-time Markovian jumping linear quadratic control
    • Ji, Y.; Chizeck, H.J. Controllability, stabilizability, and continuous-time Markovian jumping linear quadratic control. IEEE Trans. Automat. Contr. 1990, 35, 777-788.
    • (1990) IEEE Trans. Automat. Contr. , vol.35 , pp. 777-788
    • Ji, Y.1    Chizeck, H.J.2
  • 20
    • 0001542758 scopus 로고
    • Estimates and exact expressions for Lyapunov exponents of stochastic linear differential equations
    • Leizarowits, A. Estimates and exact expressions for Lyapunov exponents of stochastic linear differential equations. Stochastics 1988, 24, 335-356.
    • (1988) Stochastics , vol.24 , pp. 335-356
    • Leizarowits, A.1
  • 21
    • 0022118190 scopus 로고
    • Electric load model synthesis by diffusion approximation in a high order hybrid state stochastic systems
    • Malhame, R.; Chong, C.Y. Electric load model synthesis by diffusion approximation in a high order hybrid state stochastic systems. IEEE Trans. Automat. Contr. 1985, 30, 854-860.
    • (1985) IEEE Trans. Automat. Contr. , vol.30 , pp. 854-860
    • Malhame, R.1    Chong, C.Y.2
  • 22
    • 0024107920 scopus 로고
    • Almost sure and moments stability of Jump linear systems
    • Mariton, M. Almost sure and moments stability of Jump linear systems. Systems & Cont. Letts. 1988, 11, 393-397.
    • (1988) Systems & Cont. Letts. , vol.11 , pp. 393-397
    • Mariton, M.1
  • 23
    • 0000809393 scopus 로고
    • Optimal stationary control for dynamic systems with Markov perturbations
    • Morozan, T. Optimal stationary control for dynamic systems with Markov perturbations, Stochastic Anal. Appl. 1983, 1, 219-225.
    • (1983) Stochastic Anal. Appl. , vol.1 , pp. 219-225
    • Morozan, T.1
  • 24
    • 0020829468 scopus 로고
    • An LQ solution to a control problem associated with a solar thermal central receiver
    • Sworder, D.D.; Rogers, R.O. An LQ solution to a control problem associated with a solar thermal central receiver. IEEE Trans. Automat. Contr. AC-28 1983, 971-978.
    • (1983) IEEE Trans. Automat. Contr. , vol.AC-28 , pp. 971-978
    • Sworder, D.D.1    Rogers, R.O.2


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.