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Jumping Parameters (jumping + parameter)

Distribution by Scientific Domains
Engineering100%

Kinds of Jumping Parameters

  • markovian jumping parameter
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    Selected Abstracts

    ,, filtering for discrete-time linear systems with Markovian jumping parameters,,

    INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 14 2003
    Carlos E. de Souza
    Abstract This paper investigates the problem of ,, filtering for discrete-time linear systems with Markovian jumping parameters. It is assumed that the jumping parameter is available. This paper develops necessary and sufficient conditions for designing a discrete-time Markovian jump linear filter which ensures a prescribed bound on the ,2 -induced gain from the noise signals to the estimation error. The proposed filter design is given in terms of linear matrix inequalities. Copyright © 2003 John Wiley & Sons, Ltd. [source]

    Robust ,, filtering for uncertain Markovian jump linear systems,

    INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 5 2002
    Carlos E. de Souza
    Abstract This paper investigates the problem of ,, filtering for a class of uncertain Markovian jump linear systems. The uncertainty is assumed to be norm-bounded and appears in all the matrices of the system state-space model, including the coefficient matrices of the noise signals. It is also assumed that the jumping parameter is available. We develop a methodology for designing a Markovian jump linear filter that ensures a prescribed bound on the ,2 -induced gain from the noise signals to the estimation error, irrespective of the uncertainty. The proposed design is given in terms of linear matrix inequalities. Copyright © 2002 John Wiley & Sons, Ltd. [source]

    Delay-dependent robust control for singular discrete-time Markovian jump systems with time-varying delay

    INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 10 2010
    Wuneng Zhou
    Abstract The problem of delay-dependent robust stabilization for uncertain singular discrete-time systems with Markovian jumping parameters and time-varying delay is investigated. In terms of free-weighting-matrix approach and linear matrix inequalities, a delay-dependent condition is presented to ensure a singular discrete-time system to be regular, causal and stochastically stable based on which the stability analysis and robust stabilization problem are studied. An explicit expression for the desired state-feedback controller is also given. Some numerical examples are provided to demonstrate the effectiveness of the proposed approach. Copyright © 2009 John Wiley & Sons, Ltd. [source]

    ,, filtering for discrete-time linear systems with Markovian jumping parameters,,

    INTERNATIONAL JOURNAL OF ROBUST AND NONLINEAR CONTROL, Issue 14 2003
    Carlos E. de Souza
    Abstract This paper investigates the problem of ,, filtering for discrete-time linear systems with Markovian jumping parameters. It is assumed that the jumping parameter is available. This paper develops necessary and sufficient conditions for designing a discrete-time Markovian jump linear filter which ensures a prescribed bound on the ,2 -induced gain from the noise signals to the estimation error. The proposed filter design is given in terms of linear matrix inequalities. Copyright © 2003 John Wiley & Sons, Ltd. [source]

    STOCHASTIC STABILIZATION AND H, CONTROL FOR DISCRETE JUMPING SYSTEMS WITH TIME DELAYS

    ASIAN JOURNAL OF CONTROL, Issue 3 2005
    Jing Wu
    ABSTRACT In this paper, robust stochastic stabilization and H, control for a class of uncertain discrete-time linear systems with Markovian jumping parameters are considered. Based on a new bounded real lemma derived upon an inequality recently proposed, a new iterative state-feedback controller design procedure for discrete time-delay systems is presented. Sufficient conditions for stochastic stabilization are derived in the form of linear matrix inequalities (LMIs) based on an equivalent model transformation, and the corresponding H, control law is given. Finally, numerical examples are given to illustrate the solvability of the problems and effectiveness of the results. [source]

    CONTROL OF INTERCONNECTED JUMPING SYSTEMS: AN H, APPROACH

    ASIAN JOURNAL OF CONTROL, Issue 1 2004
    Magdi S. Mahmoud
    ABSTRACT This paper investigates, by using an approach, the problems of stochastic stability and control for a class of interconnected systems with Markovian jumping parameters. Both cases of finite- and infinite-horizon are studied. It is shown that the problems under consideration can be solved if a set of coupled differential or algebraic Riccati equations are solvable. [source]