Stability and Disturbance Attenuation for Markov Jump Linear Systems with Time-Varying Transition Probabilities
We address stability and disturbance attenuation for Markov jump linear systems where transition probabilities vary in a finite set. The time variation of the transition probabilities may be a priori known or unknown. Necessary and sufficient conditions for uniform stochastic stability and uniform s...
Ausführliche Beschreibung
Autor*in: |
Lutz, Collin C [verfasserIn] |
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Artikel |
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Sprache: |
Englisch |
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2016 |
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Übergeordnetes Werk: |
Enthalten in: IEEE transactions on automatic control - New York, NY : Inst., 1963, 61(2016), 5, Seite 1413-1418 |
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Übergeordnetes Werk: |
volume:61 ; year:2016 ; number:5 ; pages:1413-1418 |
Links: |
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DOI / URN: |
10.1109/TAC.2015.2476196 |
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Katalog-ID: |
OLC1974524698 |
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10.1109/TAC.2015.2476196 doi PQ20160719 (DE-627)OLC1974524698 (DE-599)GBVOLC1974524698 (PRQ)i533-f419f8345fcef58ad9dc5a7111288bad3868e1f761f4ad0f2faeac8282cefe5f0 (KEY)0005057120160000061000501413stabilityanddisturbanceattenuationformarkovjumplin DE-627 ger DE-627 rakwb eng 620 DNB Lutz, Collin C verfasserin aut Stability and Disturbance Attenuation for Markov Jump Linear Systems with Time-Varying Transition Probabilities 2016 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier We address stability and disturbance attenuation for Markov jump linear systems where transition probabilities vary in a finite set. The time variation of the transition probabilities may be a priori known or unknown. Necessary and sufficient conditions for uniform stochastic stability and uniform stochastic disturbance attenuation are reported. In both cases, conditions are expressed as a set of finite-dimensional linear matrix inequalities that can be solved efficiently. Stability criteria Difference equations Lyapunov methods Attenuation Markov processes Linear systems Linear matrix inequalities Stilwell, Daniel J oth Enthalten in IEEE transactions on automatic control New York, NY : Inst., 1963 61(2016), 5, Seite 1413-1418 (DE-627)129601705 (DE-600)241443-0 (DE-576)015095320 0018-9286 nnns volume:61 year:2016 number:5 pages:1413-1418 http://dx.doi.org/10.1109/TAC.2015.2476196 Volltext http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=7244333 GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-TEC SSG-OLC-MAT GBV_ILN_11 GBV_ILN_30 GBV_ILN_70 GBV_ILN_120 GBV_ILN_193 GBV_ILN_2014 GBV_ILN_2016 GBV_ILN_2333 GBV_ILN_4193 AR 61 2016 5 1413-1418 |
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10.1109/TAC.2015.2476196 doi PQ20160719 (DE-627)OLC1974524698 (DE-599)GBVOLC1974524698 (PRQ)i533-f419f8345fcef58ad9dc5a7111288bad3868e1f761f4ad0f2faeac8282cefe5f0 (KEY)0005057120160000061000501413stabilityanddisturbanceattenuationformarkovjumplin DE-627 ger DE-627 rakwb eng 620 DNB Lutz, Collin C verfasserin aut Stability and Disturbance Attenuation for Markov Jump Linear Systems with Time-Varying Transition Probabilities 2016 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier We address stability and disturbance attenuation for Markov jump linear systems where transition probabilities vary in a finite set. The time variation of the transition probabilities may be a priori known or unknown. Necessary and sufficient conditions for uniform stochastic stability and uniform stochastic disturbance attenuation are reported. In both cases, conditions are expressed as a set of finite-dimensional linear matrix inequalities that can be solved efficiently. Stability criteria Difference equations Lyapunov methods Attenuation Markov processes Linear systems Linear matrix inequalities Stilwell, Daniel J oth Enthalten in IEEE transactions on automatic control New York, NY : Inst., 1963 61(2016), 5, Seite 1413-1418 (DE-627)129601705 (DE-600)241443-0 (DE-576)015095320 0018-9286 nnns volume:61 year:2016 number:5 pages:1413-1418 http://dx.doi.org/10.1109/TAC.2015.2476196 Volltext http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=7244333 GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-TEC SSG-OLC-MAT GBV_ILN_11 GBV_ILN_30 GBV_ILN_70 GBV_ILN_120 GBV_ILN_193 GBV_ILN_2014 GBV_ILN_2016 GBV_ILN_2333 GBV_ILN_4193 AR 61 2016 5 1413-1418 |
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10.1109/TAC.2015.2476196 doi PQ20160719 (DE-627)OLC1974524698 (DE-599)GBVOLC1974524698 (PRQ)i533-f419f8345fcef58ad9dc5a7111288bad3868e1f761f4ad0f2faeac8282cefe5f0 (KEY)0005057120160000061000501413stabilityanddisturbanceattenuationformarkovjumplin DE-627 ger DE-627 rakwb eng 620 DNB Lutz, Collin C verfasserin aut Stability and Disturbance Attenuation for Markov Jump Linear Systems with Time-Varying Transition Probabilities 2016 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier We address stability and disturbance attenuation for Markov jump linear systems where transition probabilities vary in a finite set. The time variation of the transition probabilities may be a priori known or unknown. Necessary and sufficient conditions for uniform stochastic stability and uniform stochastic disturbance attenuation are reported. In both cases, conditions are expressed as a set of finite-dimensional linear matrix inequalities that can be solved efficiently. Stability criteria Difference equations Lyapunov methods Attenuation Markov processes Linear systems Linear matrix inequalities Stilwell, Daniel J oth Enthalten in IEEE transactions on automatic control New York, NY : Inst., 1963 61(2016), 5, Seite 1413-1418 (DE-627)129601705 (DE-600)241443-0 (DE-576)015095320 0018-9286 nnns volume:61 year:2016 number:5 pages:1413-1418 http://dx.doi.org/10.1109/TAC.2015.2476196 Volltext http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=7244333 GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-TEC SSG-OLC-MAT GBV_ILN_11 GBV_ILN_30 GBV_ILN_70 GBV_ILN_120 GBV_ILN_193 GBV_ILN_2014 GBV_ILN_2016 GBV_ILN_2333 GBV_ILN_4193 AR 61 2016 5 1413-1418 |
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10.1109/TAC.2015.2476196 doi PQ20160719 (DE-627)OLC1974524698 (DE-599)GBVOLC1974524698 (PRQ)i533-f419f8345fcef58ad9dc5a7111288bad3868e1f761f4ad0f2faeac8282cefe5f0 (KEY)0005057120160000061000501413stabilityanddisturbanceattenuationformarkovjumplin DE-627 ger DE-627 rakwb eng 620 DNB Lutz, Collin C verfasserin aut Stability and Disturbance Attenuation for Markov Jump Linear Systems with Time-Varying Transition Probabilities 2016 Text txt rdacontent ohne Hilfsmittel zu benutzen n rdamedia Band nc rdacarrier We address stability and disturbance attenuation for Markov jump linear systems where transition probabilities vary in a finite set. The time variation of the transition probabilities may be a priori known or unknown. Necessary and sufficient conditions for uniform stochastic stability and uniform stochastic disturbance attenuation are reported. In both cases, conditions are expressed as a set of finite-dimensional linear matrix inequalities that can be solved efficiently. Stability criteria Difference equations Lyapunov methods Attenuation Markov processes Linear systems Linear matrix inequalities Stilwell, Daniel J oth Enthalten in IEEE transactions on automatic control New York, NY : Inst., 1963 61(2016), 5, Seite 1413-1418 (DE-627)129601705 (DE-600)241443-0 (DE-576)015095320 0018-9286 nnns volume:61 year:2016 number:5 pages:1413-1418 http://dx.doi.org/10.1109/TAC.2015.2476196 Volltext http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=7244333 GBV_USEFLAG_A SYSFLAG_A GBV_OLC SSG-OLC-TEC SSG-OLC-MAT GBV_ILN_11 GBV_ILN_30 GBV_ILN_70 GBV_ILN_120 GBV_ILN_193 GBV_ILN_2014 GBV_ILN_2016 GBV_ILN_2333 GBV_ILN_4193 AR 61 2016 5 1413-1418 |
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Stability and Disturbance Attenuation for Markov Jump Linear Systems with Time-Varying Transition Probabilities |
abstract |
We address stability and disturbance attenuation for Markov jump linear systems where transition probabilities vary in a finite set. The time variation of the transition probabilities may be a priori known or unknown. Necessary and sufficient conditions for uniform stochastic stability and uniform stochastic disturbance attenuation are reported. In both cases, conditions are expressed as a set of finite-dimensional linear matrix inequalities that can be solved efficiently. |
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We address stability and disturbance attenuation for Markov jump linear systems where transition probabilities vary in a finite set. The time variation of the transition probabilities may be a priori known or unknown. Necessary and sufficient conditions for uniform stochastic stability and uniform stochastic disturbance attenuation are reported. In both cases, conditions are expressed as a set of finite-dimensional linear matrix inequalities that can be solved efficiently. |
abstract_unstemmed |
We address stability and disturbance attenuation for Markov jump linear systems where transition probabilities vary in a finite set. The time variation of the transition probabilities may be a priori known or unknown. Necessary and sufficient conditions for uniform stochastic stability and uniform stochastic disturbance attenuation are reported. In both cases, conditions are expressed as a set of finite-dimensional linear matrix inequalities that can be solved efficiently. |
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Stability and Disturbance Attenuation for Markov Jump Linear Systems with Time-Varying Transition Probabilities |
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http://dx.doi.org/10.1109/TAC.2015.2476196 http://ieeexplore.ieee.org/xpls/abs_all.jsp?arnumber=7244333 |
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Stilwell, Daniel J |
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Stilwell, Daniel J |
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10.1109/TAC.2015.2476196 |
up_date |
2024-07-04T04:30:04.065Z |
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