H-Index for Stochastic Linear Discrete-Time Systems

Stochastic Mixed LQR/H∞ Control for Linear Discrete-Time Systems

Optimal Finite-time Control of Positive Linear Discrete-time Systems

This paper considers solving optimization problem for linear discrete time systems such that closed-loop discrete-time system is positive (i.e., all of its state variables have non-negative values) and also finite-time stable. For this purpose, by considering a quadratic cost function, an optimal controller is designed such that in addition to minimizing the cost function, the positivity proper...

Suboptimal Adaptive Filter for Discrete-Time Linear Stochastic Systems

This paper considers the problem of recursive filtering for linear discrete-time systems with uncertain observation. A new approximate adaptive filter with a parallel structure is herein proposed. It is based on the optimal mean square combination of arbitrary number of correlated estimates which is also derived. The equation for error covariance characterizing the mean-square accuracy of the n...

H 2 optimal control for a wide class of discrete-time linear stochastic systems

In this paper the problem of H2-control of a discrete-time linear system subject to Markovian jumping and independent random perturbations is considered. Several kinds of H2 types of performance criteria (often calls H2-norms) are introduced and characterized via solutions of some suitable linear equations on the spaces of symmetric matrices. The purpose of such performance criteria is to provi...

H∞ Filtering for Discrete-time Piecewise Linear Systems

This paper deals with the design of piecewise linear H∞ filters for discrete-time piecewise linear systems. Both the system and filter have structures that change according to their switching rules. The system switching rule is characterized in terms of a given partition of the system state-space. The filter switching rule is also characterized in terms of a suitable filter state-space partitio...