Average reachability of continuous-time Markov jump linear systems and linear Markovian state observers

Stability of state estimators for Markov jump linear systems featuring time-varying and correlated noise processes are studied in this paper. Three conditions for stability are presented, starting with a more general one requiring positiveness of the covariance of the error estimate, and is applicab...

Full description

Autores:

Narvaez Alfredo, Roa Rafael
Costa, Eduardo Fontoura

Tipo de recurso:

http://purl.org/coar/resource_type/c_f744

Fecha de publicación:

2018

Institución:

Corporación Universidad de la Costa

Repositorio:

REDICUC - Repositorio CUC

Idioma:

eng

OAI Identifier:

oai:repositorio.cuc.edu.co:11323/1672

Acceso en línea:

https://hdl.handle.net/11323/1672
https://repositorio.cuc.edu.co/

Palabra clave:

Additive noise
Linear systems
Markov processes
State estimation

Rights

openAccess

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