T
Toader Morozan
Researcher at Romanian Academy
Publications - 54
Citations - 1356
Toader Morozan is an academic researcher from Romanian Academy. The author has contributed to research in topics: Linear system & Exponential stability. The author has an hindex of 18, co-authored 54 publications receiving 1294 citations.
Papers
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Book
Mathematical Methods in Robust Control of Linear Stochastic Systems
TL;DR: Stochastic Version of the Bounded Real Lemma and Applications and Robust Stabilization of Linear Stochastic Systems.
Book
Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
TL;DR: In this paper, the Riccati equations of stochastic control are defined by positive operators and robust stability and robust stabilization of discrete-time linear systems are investigated for linear quadratic optimization problems.
Journal ArticleDOI
Stability and robust stabilization to linear stochastic systems described by differential equations with Markovian jumping and multiplicative white noise
Vasile Dragan,Toader Morozan +1 more
TL;DR: In this paper, the authors consider linear controlled stochastic systems subjected both to white noise disturbance and Markovian jumping, and derive necessary and sufficient conditions for the zero solution of a linear stochnastic system with multiplicative white noise perturbations.
The Linear Quadratic Optimization Problems for a Class of Linear Stochastic Systems With Multiplicative White Noise and
Vasile Dragan,Toader Morozan +1 more
TL;DR: The linear quadratic optimization problem for a class of linear stochastic systems subject both to multiplicative white noise and Markovian jumping is investigated and an iterative procedure to compute the maximal solution of the systems of generalized Riccati equations is provided.
Journal ArticleDOI
The linear quadratic optimization problems for a class of linear stochastic systems with multiplicative white noise and Markovian jumping
Vasile Dragan,Toader Morozan +1 more
TL;DR: In this paper, the linear quadratic optimization problem for a class of linear stochastic systems subject both to multiplicative white noise and Markovian jumping is investigated, and an iterative procedure to compute the maximal solution of the generalized Riccati equations is provided.