Realization theory of stochastic jump-Markov linear systems

Proceedings of the IEEE Conference on Decision and Control

Volumn , Issue , 2007, Pages 4668-4674

  Petreczky, Mihály ^a   Vidal, René ^b  

^a EINDHOVEN UNIVERSITY OF TECHNOLOGY   (Netherlands)

^b JOHNS HOPKINS UNIVERSITY   (United States)

Author keywords

[No Author keywords available]

Indexed keywords

ALGORITHMS; PROBLEM SOLVING; RANDOM PROCESSES; WHITE NOISE;

BILINEAR SYSTEMS; MINIMALITY; REALIZATION THEORY;

LINEAR SYSTEMS;

EID: 62749100004     PISSN: 07431546     EISSN: 25762370     Source Type: Conference Proceeding    
DOI: 10.1109/CDC.2007.4434509     Document Type: Conference Paper

References (22)

1. J. Berstel and C. Reutenauer. Rational series and their languages. Springer-Verlag, 1984.
2. P.E. Caines. Linear Stochastic Systems. John Wiley and Sons, 1998.
3. H. Chen and J.M. Maciejowski. Subspace identification of deterministic bilinear systems. In CDC, volume 3, pages 1797-1801, 2000.
4. O.L.V Costa, M.D. Fragoso, and R.P. Marques. Discrete-Time Markov Jump Linear Systems. Springer Verlag, 2005.
5. U.B. Desai. Realization of bilinear stochastic systems. IEEE Transactions on Automatic Control, 31(2): 189-192, 1986.
6. M. Favoreel. Subspace methods for identification and control of linear and bilinear systems. PhD thesis, K.U. Leuven, 1999.
7. R.L. Grossman and R.G. Larson. An algebraic approach to hybrid systems. Theoretical Computer Science, 138:101-112, 1995.
8. B. Jakubczyk. Existence and uniqueness of realizations of nonlinear systems. SIAM Journal on Control and Optimization, 18(4):455-471.
9. Mihály Petreczky. Realization theory for bilinear hybrid systems. In Conf. on Methods and Models in Automation and Robotics, 2005.
10. Mihály Petreczky. Realization theory for bilinear switched systems. In IEEE Conference on Decision and Control, pages 690-695, 2005.
11. Mihály Petreczky. Hybrid formal power series and their application to realization theory of hybrid systems. In MTNS, 2006.
12. Mihály Petreczky. Realization theory for discrete-time piecewise-affine hybrid systems. In MTNS, 2006.
13. Mihály Petreczky. Realization Theory of Hybrid Systems. PhD thesis, Vrije Universiteit, Amsterdam, 2006.
14. Mihály Petreczky. Realization theory for linear switched systems: Formal power series approach. Systems and Control Letters, 2007.
15. M. Petreczky and J.B. Pomet. Realization theory of nonlinear hybrid systems. In Workshop on Embedded and Hybrid Control, 2006.
16. Mihály Petreczky and René Vidal. Metrics and topology for nonlinear and hybrid systems. In Hybrid Systems: Computation and Control. Springer Verlag, 2007.
17. E. Sontag. Polynomial Response Maps, volume 13 of Lecture Notes in Control and Information Sciences. Springer Verlag, 1979.
18. E. Sontag. Realization theory of discrete-time nonlinear systems: Part I - the bounded case. IEEE Trans. Circ and Sys., 26(5):342-356, 1979.
19. H. Sussmann. Existence and uniqueness of minimal realizations of nonlinear systems. Mathematical Systems Theory, 3:263-284, 1977.
20. V. Verdult and M. Verhaegen. Subspace identification of multivariable linear parameter-varying systems. Automatica, 38:805-814, 2002.
21. Y. Wang and E. Sontag. Realization and input/output relations: the analytic case. In Conf. on Dec. and Control, pages 1975-1980, 1989.
22. Y. Wang and E. Sontag. Algebraic differential equations and rational control systems. SIAM Journal on Control and Optimization, (30): 1126-1149, 1992.