A survey on Markovian jump systems: Modeling and design

被引:0
作者
Peng Shi
Fanbiao Li
机构
[1] the University of Adelaide,School of Electrical and Electronic Engineering
[2] Victoria University,College of Engineering and Science
[3] Harbin Institute of Technology,Space Control and Inertial Technology Research Center
来源
International Journal of Control, Automation and Systems | 2015年 / 13卷
关键词
Control and filtering; Markovian jump system; semi-Markovian jump system; stability; stabilization;
D O I
暂无
中图分类号
学科分类号
摘要
Markovian jump systems are a special class of hybrid and stochastic systems which can be used to describe many real world applications, such as manufacturing systems, power systems, chemical systems, economic systems, communication and control, etc. In this paper, a survey on recent developments of modeling, analysis and design of Markovian jump systems is presented. First, stability issues on Markovian jump systems are addressed. Then a variety of control and filter design methods are systematically recalled. Furthermore, the new trends of Markovian jump systems with uncertain transition rates as well as semi-Markovian jump systems are also discussed.
引用
收藏
页码:1 / 16
页数:15
相关论文
共 300 条
[1]  
Aoki M.(1965)Optimal control of partially observable Markovian systems J. Franklin Inst. 280 367-386
[2]  
Blair W. P.(1975)Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria Int. J. Contr. 21 833-841
[3]  
Sworder D. D.(1986)Discrete-time Markovian-jump linear quadratic optimal control Int. J. Contr. 43 213-231
[4]  
Chizeck H. J.(1969)Feedback control of a class of linear systems with jump parameters IEEE Trans. Automat. Contr. 14 9-14
[5]  
Willsky A. S.(1975)Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria Int. J. Control 21 833-844
[6]  
Castanon D.(2008)Optimal monetary policy under uncertainty: a Markov jump linear-quadratic approach Federal Reserve of St. Louis Review 90 275-293
[7]  
Sworder D. D.(2000)Stability analysis of digital linear flight controllers subject to electromagnetic disturbances IEEE Aerosp. Electron. Syst. Mag. 36 1204-1218
[8]  
Blair W. P.(2007)Decentralized robust control of uncertain Markov jump parameter systems via output feedback Automatica 43 1932-1944
[9]  
Sworder D. D.(1990)A probabilistic mechanism to dynamic power system security IEEE Trans. Circuits Syst. 37 787-798
[10]  
Svensson L. E. O.(2005)Decentralized control of power systems via robust control of uncertain Markov jump parameter systems Int. J. Control 78 662-677