Stability of a Random Riccati Equation With Markovian Binary Switching
From MaRDI portal
Publication:4974304
DOI10.1109/TAC.2008.928329zbMath1367.93664MaRDI QIDQ4974304
Publication date: 8 August 2017
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Filtering in stochastic control theory (93E11) Random operators and equations (aspects of stochastic analysis) (60H25) Stochastic stability in control theory (93E15)
Related Items (14)
Stability analysis and stabilization of networked linear systems with random packet losses ⋮ An improved stability condition for Kalman filtering with bounded Markovian packet losses ⋮ On Kalman filtering over fading wireless channels with controlled transmission powers ⋮ Stability of Kalman filtering with a random measurement equation: application to sensor scheduling with intermittent observations ⋮ Mean square stability for Kalman filtering with Markovian packet losses ⋮ UKF-based nonlinear filtering over sensor networks with wireless fading channel ⋮ State estimation over a communication network: measurement or estimate communication? ⋮ An iterative algorithm to solve state-perturbed stochastic algebraic Riccati equations in LQ zero-sum games ⋮ Optimal stationary state estimation over multiple Markovian packet drop channels ⋮ Optimal jamming attack schedule for remote state estimation with two sensors ⋮ Kalman filtering over a packet-delaying network: a probabilistic approach ⋮ Kalman Filtering over the Random Delay and Packet Drop Channel ⋮ Kalman filtering with faded measurements ⋮ State estimation for networked systems: an extended IMM algorithm
This page was built for publication: Stability of a Random Riccati Equation With Markovian Binary Switching
