[图书][B] Stochastic H2/H∞ control: A Nash game approach
The H∞ control has been one of the important robust control approaches since the 1980s.
This book extends the area to nonlinear stochastic H2/H∞ control, and studies more …
This book extends the area to nonlinear stochastic H2/H∞ control, and studies more …
Detectability, observability and Lyapunov-type theorems of linear discrete time-varying stochastic systems with multiplicative noise
The objective of this paper is to study detectability, observability and related Lyapunov-type
theorems of linear discrete-time time-varying stochastic systems with multiplicative noise …
theorems of linear discrete-time time-varying stochastic systems with multiplicative noise …
On observability and detectability of continuous-time stochastic Markov jump systems
C Tan, W Zhang - Journal of Systems Science and Complexity, 2015 - Springer
This paper mainly studies observability and detectability for continuous-time stochastic
Markov jump systems. Two concepts called W-observability and W-detectability for such …
Markov jump systems. Two concepts called W-observability and W-detectability for such …
Design and analysis of distributed optimal controller for identical multiagent systems
This paper studies the optimal distributed control design problem for both continuous‐time
and discrete‐time systems. We consider an identical decoupled dynamical system and a …
and discrete‐time systems. We consider an identical decoupled dynamical system and a …
[PDF][PDF] Linear-quadratic stochastic differential games with Markov jumps and multiplicative noise: Infinite-time case
H Sun, L Yan, L Li - Int. J. Innov. Comput. Inf. Control, 2015 - ijicic.org
× ØÖ Øº This paper discusses the linear quadratic (LQ) differential games for stochastic
systems with Markov jumps and multiplicative noise in infinite-time case. Firstly, we consider …
systems with Markov jumps and multiplicative noise in infinite-time case. Firstly, we consider …
H_ Index for Linear Time-Varying Markov Jump Stochastic Systems and Its Application to Fault Detection
T Zhang, F Deng, W Zhang - IEEE Access, 2019 - ieeexplore.ieee.org
In this paper, the H_ index for Markov jump linear time-varying stochastic systems and its
application to robust H_ fault detection filter (FDF) are under consideration. First, a set of …
application to robust H_ fault detection filter (FDF) are under consideration. First, a set of …
Exact detectability of discrete-time and continuous-time linear stochastic systems: A unified approach
This article is devoted to the problem of detectability of a large class of linear stochastic
systems with time varying coefficients simultaneously affected by state multiplicative white …
systems with time varying coefficients simultaneously affected by state multiplicative white …
Passivity, feedback equivalence and global stabilization of nonlinear Markovian jump systems
Z Lin, J Liu, Y Niu - Asian Journal of Control, 2015 - Wiley Online Library
This paper combines the passivity theory with geometric control theory for nonlinear
Markovian jump systems. The key point concentrates on taking the appropriate coordinate …
Markovian jump systems. The key point concentrates on taking the appropriate coordinate …
On uniform detectability of discrete-time stochastic systems subject to multiplicative noise
W Zhang, WX Zheng - 52nd IEEE Conference on Decision and …, 2013 - ieeexplore.ieee.org
In recent years the model of discrete-time stochastic systems subject to multiplicative noise
has found useful applications in such areas as networked control systems and system …
has found useful applications in such areas as networked control systems and system …
Stability and Linear Quadratic Differential Games of Discrete‐Time Markovian Jump Linear Systems with State‐Dependent Noise
H Sun, M Li, S Ji, L Yan - Mathematical Problems in …, 2014 - Wiley Online Library
We mainly consider the stability of discrete‐time Markovian jump linear systems with state‐
dependent noise as well as its linear quadratic (LQ) differential games. A necessary and …
dependent noise as well as its linear quadratic (LQ) differential games. A necessary and …