\(\mathcal{H}_-\) index for discrete-time stochastic systems with Markovian jump and multiplicative noise
type: Item
instance of: scholarly article
title: \(\mathcal{H}_-\) index for discrete-time stochastic systems with Markovian jump and multiplicative noise
zbMATH Open document ID: 1387.93145
author: Y. Aharonov
published in: Automatica
publication date: 2018-06-14T00:00:00Z
Mathematics Subject Classification ID: 93E03
Mathematics Subject Classification ID: 60J75
Mathematics Subject Classification ID: 93C05
Mathematics Subject Classification ID: 93C55
zbMATH DE Number: 6889397
zbMATH Keywords: \(\mathcal{H}_-\) index
zbMATH Keywords: fault detection
zbMATH Keywords: stochastic linear systems
zbMATH Keywords: Markovian jump
MaRDI profile type: Publication
full work available at URL: j.automatica.2017.12.032
OpenAlex ID: W2792630319
cites work: Q4231134
cites work: Exponential H ∞ filtering for stochastic Markovian jump systems with time delays
cites work: Optimal mean-variance control for discrete-time linear systems with Markovian jumps and multiplicative noises
cites work: A unified approach to the optimization of fault detection systems
cites work: Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
cites work: Dynamical system design from a control perspective: finite frequency positive-realness approach
cites work: A matrix factorization solution to the \(\mathcal H_{-}/\mathcal H \infty\) fault detection problem
cites work: Fault detection filter design for discrete-time nonlinear systems -- a mixed \(\mathcal{H}\_/\mathcal{H}_\infty\) optimization
cites work: Characterization of \(\mathcal{H}_{-}\) index for linear time-varying systems
cites work: Minimum system sensitivity study of linear discrete time systems for fault detection
cites work: Fault Detection Filter Design With Optimization and Partial Decoupling
cites work: Parametrization of optimal fault detection filters
cites work: A time domain approach to robust fault detection of linear time-varying systems
cites work: A Maximum Principle for Optimal Control of Discrete-Time Stochastic Systems With Multiplicative Noise
cites work: Stabilization of interconnected nonlinear stochastic Markovian jump systems via dissipativity approach
cites work: An LMI approach to minimum sensitivity analysis with application to fault detection
cites work: Minimum upper-bound filter of Markovian jump linear systems with generalized unknown disturbances
cites work: Disturbance observer-based disturbance attenuation control for a class of stochastic systems
cites work: Stability Criteria of Random Nonlinear Systems and Their Applications
cites work: Finite-Time Stability and Stabilization of Itô Stochastic Systems With Markovian Switching: Mode-Dependent Parameter Approach
cites work: ${\cal H}$-Representation and Applications to Generalized Lyapunov Equations and Linear Stochastic Systems
cites work: LaSalle-Type Theorem and Its Applications to Infinite Horizon Optimal Control of Discrete-Time Nonlinear Stochastic Systems
cites work: Extended sliding mode observer based control for Markovian jump linear systems with disturbances
cites work: Q2977454
cites work: Some remarks on stability of stochastic singular systems with state-dependent noise
cites work: Moment Stability of Nonlinear Stochastic Systems With Time-Delays Based on ${\cal {H}}$-Representation Technique
cites work: Divided State Feedback Control of Stochastic Systems
cites work: Optimal fault detection for linear discrete time-varying systems
DOI: 10.1016/J.AUTOMATICA.2017.12.032
description: scientific article; zbMATH DE number 6889397