Control of linear jump systems in noise

DOI10.1016/S0005-1098(98)00147-2zbMath0945.93519OpenAlexW1989389658WikidataQ126465210 ScholiaQ126465210MaRDI QIDQ1295093

John E. Boyd, David D. Sworder

Publication date: 5 December 1999

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0005-1098(98)00147-2

zbMATH Keywords

state feedbacknonlinear filtersstate estimationcontrol systemsautonomous vehiclesstochastic jump systemslinear jump systems

Mathematics Subject Classification ID

Stochastic ordinary differential equations (aspects of stochastic analysis) (60H10) Variable structure systems (93B12)

Related Items (3)

On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain ⋮ Solution of jump parameter systems of differential and difference equations with semi-Markov coefficients ⋮ Observer-based control of piecewise-affine systems

This page was built for publication: Control of linear jump systems in noise