Title :
On the influence of noise on jump linear systems
Author_Institution :
University of California, La Jolla, CA, USA
fDate :
12/1/1987 12:00:00 AM
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;
Journal_Title :
Automatic Control, IEEE Transactions on
DOI :
10.1109/TAC.1987.1104526
