• DocumentCode
    854753
  • Title

    On the influence of noise on jump linear systems

  • Author

    Mariton, M.

  • Author_Institution
    University of California, La Jolla, CA, USA
  • Volume
    32
  • Issue
    12
  • fYear
    1987
  • fDate
    12/1/1987 12:00:00 AM
  • Firstpage
    1094
  • Lastpage
    1097
  • Abstract
    Jump linear systems are considered in a random environment where they are subject to additive and multiplicative noises. Stochastic notions of stabilizability and detectability are introduced to characterize the asymptotic behavior of the optimal jump linear quadratic Gaussian regulator and a dual Kalman filter.
  • Keywords
    Jump parameter systems, linear; Kalman filtering, linear systems; Linear quadratic Gaussian (LQG) control; Additive noise; Cost function; Linear systems; Noise measurement; Optimal control; Power system modeling; Regulators; Stochastic resonance; Vectors; Working environment noise;
  • fLanguage
    English
  • Journal_Title
    Automatic Control, IEEE Transactions on
  • Publisher
    ieee
  • ISSN
    0018-9286
  • Type

    jour

  • DOI
    10.1109/TAC.1987.1104526
  • Filename
    1104526
    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=49&DC=854753