Pages that link to "Item:Q1798166"
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The following pages link to Observer-based quantized sliding mode \(\mathcal {H}_{\infty}\) control of Markov jump systems (Q1798166):
Displaying 12 items.
- Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods (Q127928) (← links)
- Quantized sliding mode control under hidden Markov digital block-fading channels (Q2041430) (← links)
- Quantized asynchronous extended dissipative observer-based sliding mode control for Markovian jump TS fuzzy systems (Q2096100) (← links)
- A distributed dynamic event-triggered mechanism to HMM-based observer design for \(H_\infty\) sliding mode control of Markov jump systems (Q2151869) (← links)
- Observer-based quantized sliding mode dissipative control for singular semi-Markovian jump systems (Q2286055) (← links)
- Robust \(H_\infty \) sliding-mode control for Markovian jump systems subject to intermittent observations and partially known transition probabilities (Q2437781) (← links)
- Observer-based sliding mode control for stochastic hyperbolic PDE systems with quantized output signal (Q2662586) (← links)
- Asynchronous sliding mode control of semi-Markovian jump systems with state saturation (Q2687761) (← links)
- Memory sliding mode control for semi‐Markov jump system with quantization via singular system strategy (Q3300468) (← links)
- Sliding mode control of time‐varying delay Markov jump with quantized output (Q5205458) (← links)
- Sliding mode control for Markovian jump systems subject to randomly occurring injection attacks: handling aperiodic sampling issues (Q6076446) (← links)
- Adaptive attack-resilient control for Markov jump system with additive attacks (Q6117177) (← links)
