27
Views
3
CrossRef citations to date
0
Altmetric
Original Articles

Multiple-model adaptive control for jump-linear stochastic systems

&
Pages 1603-1617 | Received 28 Oct 1988, Published online: 16 May 2007

References

  • Ackerson , G. A. , and Fu , K. S. , 1970 , On the state estimation in switching environments. I.E.E.E. Transactions on automatic Control , 15 , 10 – 17 .
  • Akashi , H. , Kumamoto , H. , and Nose , K. , 1975 , Application of Monte Carlo method to optimal control for linear systems under measurement noise with Markov dependent statistical property. International Journal of Control , 22 , 821 – 836 .
  • Bar-Shalom , Y. , 1981 , Stochastic dynamic programming: caution and probing. I.E.E.E. Transactions on automatic Control , 26 , 1184 – 1195 .
  • Birdwell , J. D. , Castanon , D. A. , and Athans , M. , 1986 , On reliable control system designs. I.E.E.E. Transactions on Systems, Man, and Cybernetics , 16 , 703 – 711 .
  • Blair , W. P. , and Sworder , D. D. , 1975 , Feedback control of a class of linear discrete systems with jump parameters and quadratic criteria. International Journal of Control , 21 , 833 – 841 .
  • Chizeck , H. J. , Willsky , A. S. , and Castanon , D. , 1986 , Discrete-time Markovian-jump linear quadratic optimal control. International Journal of Control , 43 , 213 – 231 .
  • Deshpande , J. G. , Upadhyay , T. N. , and Lainiotis , D. G. , 1973 , Adaptive control of linear stochastic systems. Automatica , 9 , 107 – 115 .
  • Fujita , S. , and Fukao , T. , 1972 , Optimal stochastic control for discrete-time linear system with interrupted observations. Automatica , 8 , 425 – 432 .
  • Griffiths , B. E. , and Loparo , K. A. , 1985 , Optimal control of jump-linear gaussian systems. International Journal of Control , 42 , 791 – 819 .
  • Jaffer , A. G. , and Gupta , S. G , 1971 , On estimation of discrete processes under multiplicative and additive noise conditions. Information Sciences , 3 , 267 – 276 .
  • Lainiotis , D. G. , 1976 , Partitioning: a unifying framework for adaptive sytems II: Control. Proceedings of the Institute of Electrical and Electronic Engineers , 64 , 1182 – 1198 .
  • Lee , A. Y. , and Sims , C. S. , 1974 , Adaptive estimation and stochastic control for uncertain models. International Journal of Control , 19 , 625 – 639 .
  • Mariton , M. , 1987 , Joint estimation and control of jump linear systems with multiplicative noises. Transactions of the A.S.M.E., Series G: Journal of Dynamic Systems, Measurement and Control , 109 , 24 – 28 .
  • Moose , R. L. , VanLandingham , H. F. , and Zwicke , P. E. , 1978 , Digital set point control of nonlinear stochastic systems. I.E.E.E. Transactions on Industrial Electronics and Control Instrumentation , 25 , 39 – 45 .
  • Sworder , D. D. , 1969 , Feedback control of a class of linear systems with jump parameters. I.E.E.E. Transactions on automatic Control , 14 , 9 – 14 ; 1984 , Control of systems subjectto small measurement disturbances. Transactions of the A.S.M.E., Series G: Journal of Dynamic Systems, Measurement and Control , 106 , 182 – 188 .
  • Tugnait , J. K. , 1983 , Control of stochastic systems with Markov interrupted observations. I.E.E.E. Transactions on Aerospace and Electronic Systems , 19 , 232 – 239 .
  • Tzafestas , S. G. , and Watanabe , K. , 1988 , Stochastic control algorithms for systems with Markovian faulty sensors. Proceedings of 12th IMACS World Congress on Scientific Computation , Paris , Vol. 2 , pp. 681 – 684 .
  • Upadhyay , T. N. , and Lainiotis , D. G. , 1974 , Joint adaptive plant and measurement control of linear stochastic systems. I.E.E.E. Transactions on automatic Control , 18 , 567 – 571 .
  • VanLandingham , H. R , and Moose , R. L. , 1977 , Digital control of high performance aircraft using adaptive estimation techniques. I.E.E.E. Transactions on Aerospace and Electronic Systems , 12 , 112 – 119 .
  • Watanabe , K. , and Tzafestas , S. G. , 1988 , A new generalized pseudo-Bayes estimation for discrete-time systems with jump failure parameters. Proceedings of 12th IMACS World Congress on Scientific Computation , Paris , Vol. 2, pp. 427 – 430 .
  • Wonham , W. M. , 1970 , Random differential equations in control theory. Probabilistic Methods in Applied Mathematics , Vol. II, edited by A. T. Bharucha-Reid ( New York : Academic Press ), pp. 131 – 212 .

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.