AnH2-Type Norm of a Discrete-Time Linear Stochastic System with Periodic Coefficients Simultaneously Affected by an Infinite Markov Chain and Multiplicative White Noise Perturbations

DOI10.1080/07362994.2014.922888zbMath1302.93246OpenAlexW2046500551MaRDI QIDQ2929463

Vasile Dragan, Toader Morozan

Publication date: 12 November 2014

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

Full work available at URL: https://doi.org/10.1080/07362994.2014.922888

zbMATH Keywords

Markov chainsperiodic coefficientsmean square exponential stabilitydiscrete-time stochastic systems\(H_{2}\)-type norm

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Optimal stochastic control (93E20) Stochastic stability in control theory (93E15)

Related Items (3)

\(H_2/H_{\infty}\) control design of detectable periodic Markov jump systems ⋮ Stability analysis for stochastic differential equations with infinite Markovian switchings ⋮ Exponential stability and robust \(H_\infty\) control for discrete-time time-delay infinite Markov jump systems

Cites Work

• Unnamed Item
• Quadratic costs and second moments of jump linear systems with general Markov chain
• Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises
• Periodic systems. Filtering and control
• \({\mathcal H}_{\infty }\) filtering of periodic Markovian jump systems: application to filtering with communication constraints
• Mathematical methods in robust control of linear stochastic systems.
• Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control
• Quadratic Control for Linear Time-Varying Systems
• Criteria for exponential stability of linear differential equations with positive evolution on ordered Banach spaces
• Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
• Optimal stabilizing compensator for linear systems with state-dependent noise
• Continuous-Time Markov Jump Linear Systems
• Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems

This page was built for publication: AnH₂-Type Norm of a Discrete-Time Linear Stochastic System with Periodic Coefficients Simultaneously Affected by an Infinite Markov Chain and Multiplicative White Noise Perturbations