Stochastic finite-time guaranteed cost control of Markovian jumping singular systems
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Publication:410383
DOI10.1155/2011/431751zbMath1235.93265OpenAlexW2121417121WikidataQ58693040 ScholiaQ58693040MaRDI QIDQ410383
Yingqi Zhang, Caixia Liu, Xiao-wu Mu
Publication date: 3 April 2012
Published in: Mathematical Problems in Engineering (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2011/431751
Related Items (5)
Robust \(H_\infty\) indefinite guaranteed cost dynamic output feedback control of singular semi-Markov jump systems ⋮ Indefinite linear quadratic optimal control for continuous-time rectangular descriptor Markov jump systems: infinite-time case ⋮ Finite-time \(H_\infty\) filtering for singular stochastic systems ⋮ Observer-based finite-time \(H_\infty\) control of singular Markovian jump systems ⋮ Finite and infinite horizon indefinite linear quadratic optimal control for discrete-time singular Markov jump systems
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