Robust stability of Markov jump linear systems through randomized evaluations
From MaRDI portal
Publication:2008417
DOI10.1016/j.amc.2018.09.064zbMath1428.93123OpenAlexW2898739781MaRDI QIDQ2008417
Marcio A. F. Montezuma, Alessandro N. Vargas, Xinghua Liu, Ricardo C. L. F. Oliveira
Publication date: 25 November 2019
Published in: Applied Mathematics and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.amc.2018.09.064
Stability of solutions to ordinary differential equations (34D20) Stochastic stability in control theory (93E15) Ordinary differential equations and systems with randomness (34F05) Continuous-time Markov processes on discrete state spaces (60J27) Hybrid systems of ordinary differential equations (34A38)
Related Items
On the robustness of Markov jump linear systems with norm-bounded uncertainty on transition rates, Finite-time control for discrete-time nonlinear Markov switching LPV systems with DoS attacks, Robust stability of stochastic systems with varying delays: application to RLC circuit with intermittent closed-loop, Non-fragile extended dissipativity-based state feedback control for 2-d Markov jump delayed systems
Cites Work
- Stabilization for Markovian jump systems with partial information on transition probability based on free-connection weighting matrices
- Why is resorting to fate wise? A critical look at randomized algorithms in systems and control
- Quadratic costs and second moments of jump linear systems with general Markov chain
- Finite-time stabilization of switching Markov jump systems with uncertain transition rates
- Analysis and design of Markov jump systems with complex transition probabilities
- Robust finite-time estimation of Markovian jumping systems with bounded transition probabilities
- Convergent LMI relaxations for robust analysis of uncertain linear systems using lifted polynomial parameter-dependent Lyapunov functions
- Stability and stabilization of Markovian jump linear systems with partly unknown transition probabilities
- Admissibility analysis for discrete-time singular Markov jump systems with asynchronous switching
- Uncertain convex programs: randomized solutions and confidence levels
- An existence result for polynomial solutions of parameter-dependent lmis
- Fault estimation for a class of nonlinear Markov jump systems with general uncertain transition rates
- A Scenario Approach for Non-Convex Control Design
- Relationship Between Nash Equilibrium Strategies and <inline-formula> <tex-math notation="TeX">$H_{2}/H_{\infty}$</tex-math></inline-formula> Control of Stochastic Markov Jump Systems With Multiplicative Noise
- On the Road Between Robust Optimization and the Scenario Approach for Chance Constrained Optimization Problems
- Random Convex Programs
- The Exact Feasibility of Randomized Solutions of Uncertain Convex Programs
- A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances
- Continuous-Time Markov Jump Linear Systems
- Necessary and Sufficient Conditions for Analysis and Synthesis of Markov Jump Linear Systems With Incomplete Transition Descriptions
- The Scenario Approach to Robust Control Design
- Robust stability, ℋ2 analysis and stabilisation of discrete-time Markov jump linear systems with uncertain probability matrix
- LMI Relaxations for Reduced-Order Robust ${\cal H}_{\infty}$ Control of Continuous-Time Uncertain Linear Systems
- Second moment constraints and the control problem of Markov jump linear systems
- On the control of Markov jump linear systems with no mode observation: application to a DC Motor device
