Design of robust controller for linear systems with Markovian jumping parameters.
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Displaying 1 – 5 of 5
Discrete stochastic regulation and tracking
Vladimír Kučera (1980)
Kybernetika
Discrete time nonlinear filters with informative observations are stable.
Van Handel, Ramon (2008)
Electronic Communications in Probability [electronic only]
Double-stepped adaptive control for hybrid systems with unknown Markov jumps and stochastic noises
Shuping Tan, Ji-Feng Zhang (2009)
ESAIM: Control, Optimisation and Calculus of Variations
This paper is concerned with the sampled-data based adaptive linear quadratic (LQ) control of hybrid systems with both unmeasurable Markov jump processes and stochastic noises. By the least matching error estimation algorithm, parameter estimates are presented. By a double-step (DS) sampling approach and the certainty equivalence principle, a sampled-data based adaptive LQ control is designed. The DS-approach is characterized by a comparatively large estimation step for parameter estimation and...
Double-stepped adaptive control for hybrid systems with unknown Markov jumps and stochastic noises
Shuping Tan, Ji-Feng Zhang (2008)
ESAIM: Control, Optimisation and Calculus of Variations
This paper is concerned with the sampled-data based adaptive linear quadratic (LQ) control of hybrid systems with both unmeasurable Markov jump processes and stochastic noises. By the least matching error estimation algorithm, parameter estimates are presented. By a double-step (DS) sampling approach and the certainty equivalence principle, a sampled-data based adaptive LQ control is designed. The DS-approach is characterized by a comparatively large estimation step for parameter estimation and...
Currently displaying 1 – 5 of 5
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