Lyapunov coupled equations for continuous-time infinite Markov jump linear systems

DOI10.1016/S0022-247X(02)00302-5zbMath1020.93027OpenAlexW1984822615MaRDI QIDQ1856857

Jack Baczynski, Marcelo Dutra Fragoso

Publication date: 11 February 2003

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0022-247x(02)00302-5

zbMATH Keywords

stochastic stabilityMarkov jump linear systemscountably infinite state spacecountably infinite coupled Lyapunov equations

Mathematics Subject Classification ID

Stochastic stability in control theory (93E15)

Related Items

Stability, stabilizability and detectability for Markov jump discrete-time linear systems with multiplicative noise in Hilbert spaces, A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations, A survey on hidden Markov jump systems: asynchronous control and filtering, Global stability of coupled nonlinear systems with Markovian switching, On the filtering problem for continuous-time Markov jump linear systems with no observation of the Markov chain, Stability analysis for stochastic hybrid systems: a survey, Optimal control for infinite dimensional stochastic differential equations with infinite Markov jumps and multiplicative noise, Infinite Markov jump-bounded real lemma, Maximal solution to algebraic Riccati equations linked to infinite Markov jump linear systems, Maximal versus strong solution to algebraic Riccati equations arising in infinite Markov jump linear systems, On an infinite dimensional perturbed Riccati differential equation arising in stochastic control

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