Stability of a random Riccati equation with Markovian binary switching

IEEE Transactions on Automatic Control

Volumn 53, Issue 7, 2008, Pages 1759-1764

  Xie, Li ^a,b   Xie, Lihua ^a  

^a NANYANG TECHNOLOGICAL UNIVERSITY   (Singapore)

^b BEIJING INSTITUTE OF TECHNOLOGY   (China)

Author keywords

Kalman filtering; Observation losses; Random Riccati equations; Stability; Stopping time

Indexed keywords

ATMOSPHERICS; CONTROL THEORY; COVARIANCE MATRIX; DIFFERENCE EQUATIONS; DIFFERENTIAL EQUATIONS; DIFFERENTIATION (CALCULUS); FILTRATION; KALMAN FILTERS; RICCATI EQUATIONS;

BOUNDEDNESS; INDEPENDENT AND IDENTICALLY DISTRIBUTED; JUMP PARAMETER; KALMAN FILTERING; MARKOVIAN; OBSERVATION LOSSES; RANDOM RICCATI EQUATIONS; RICCATI DIFFERENCE EQUATION; STABILITY; STOPPING TIME; SUFFICIENT CONDITIONS;

SYSTEM STABILITY;

EID: 52249103074     PISSN: 00189286     EISSN: None     Source Type: Journal    
DOI: 10.1109/TAC.2008.928329     Document Type: Article

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