Journal ArticleDOI
Stochastic stability properties of jump linear systems
TLDR
In this paper, the authors studied stochastic stability properties in jump linear systems and the relationship among various moment and sample path stability properties, and showed that all second moment stability properties are equivalent and are sufficient for almost sure sample path stabilisation.Abstract:
Jump linear systems are defined as a family of linear systems with randomly jumping parameters (usually governed by a Markov jump process) and are used to model systems subject to failures or changes in structure. The authors study stochastic stability properties in jump linear systems and the relationship among various moment and sample path stability properties. It is shown that all second moment stability properties are equivalent and are sufficient for almost sure sample path stability, and a testable necessary and sufficient condition for second moment stability is derived. The Lyapunov exponent method for the study of almost sure sample stability is discussed, and a theorem which characterizes the Lyapunov exponents of jump linear systems is presented. Finally, for one-dimensional jump linear system, it is proved that the region for delta -moment stability is monotonically converging to the region for almost sure stability at delta down arrow 0/sup +/. >read more
Citations
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Journal ArticleDOI
Finite-time H∞ filtering of time-delay stochastic jump systems with unbiased estimation
TL;DR: In this paper, an unbiased stochastic finite-time H∞ filter for a class of Markov jump systems with constant time-delays is constructed based on an unbiased estimation condition, where the objective is to design such an unbiased filter that the unknown input to an estimation error is minimized or guaranteed to be less than or equal to a prescribed value.
Technical Notes and Correspondence Stochastic Passivity and its Application in Adaptive Control
I. Yaesh,Uri Shaked +1 more
TL;DR: A positive-real like lemma for finite dimensional linear time invariant uncertain systems with state multiplicative noise is derived and is used to design a direct adaptive controller for a tracking system.
Posted Content
Sequence-Based Control for Networked Control Systems Based on Virtual Control Inputs
TL;DR: In this article, a novel sequence-based approach is proposed that extends a given controller designed without consideration of the network-induced disturbances by modeling the unknown future control inputs by random variables, which are characterized by discrete probability density functions.
Journal ArticleDOI
On Detectability and Observability of Discrete‐Time Stochastic Markov Jump Systems with State‐Dependent Noise
Weihai Zhang,Cheng Tan +1 more
TL;DR: In this paper, the notions of detectability and observability for discrete-time stochastic Markov jump systems with state-dependent noise were introduced, and some criteria and interesting properties for both W-detectability and W-observability were obtained.
Proceedings ArticleDOI
Robust Fault Detection for Descriptor Markovian Jump Systems
Nan Xiao,Zhiwei Gao +1 more
TL;DR: In this article, an observer-based robust fault detection for continuous-time descriptor Markovian jump linear systems with unknown input is proposed. But the authors focus on the problem of robust fault prediction.
References
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Book
Stochastic Stability and Control
TL;DR: In this article, a book on stochastic stability and control dealing with Liapunov function approach to study of Markov processes is presented, which is based on the work of this article.
Journal ArticleDOI
Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
Y. Ji,Howard J. Chizeck +1 more
TL;DR: In this paper, necessary and sufficient conditions for the existence of finite cost, constant, stabilizing controls for the infinite-time Markovian jump linear quadratic (JLQ) problem are established.
Random differential equations in control theory
TL;DR: In this article, the authors discuss control processes and optimization problems solutions by stochastic differential equations, discussing dynamic models and programming, linear filtering and optimal feedback, and discuss linear filtering with optimal feedback.
Journal ArticleDOI
A survey of stability of stochastic systems
TL;DR: The main purpose of this manuscript is to give some understanding of the subject of stability of stochastic systems by presenting some of the basic ideas as well as a survey of results that have appeared in the literature.
Journal ArticleDOI
Feedback control of a class of linear systems with jump parameters
TL;DR: In this paper, a class of linear systems are studied which are subject to sudden changes in parameter values and an algorithm similar in form to Kushner's stochastic maximum principle is derived.