Team decision theory for linear continuous-time systems

Dynamic Team Decision Theory

Delay-Dependent Robust Asymptotically Stable for Linear Time Variant Systems

In this paper, the problem of delay dependent robust asymptotically stable for uncertain linear time-variant system with multiple delays is investigated. A new delay-dependent stability sufficient condition is given by using the Lyapunov method, linear matrix inequality (LMI), parameterized first-order model transformation technique and transformation of the interval uncertainty in to the norm ...

Stabilization of continuous-time jump linear systems

In this paper, we investigate almost-sure and moment stabilization of continuous time jump linear systems with a finite-state Markov jump form process. We first clarify the concepts of -moment stabilizability, exponential -moment stabilizability, and stochastic -moment stabilizability. We then present results on the relationships among these concepts. Coupled Riccati equations that provide nece...

Kalman Filtering for Linear Time-Delayed Continuous-Time Systems with Stochastic Multiplicative Noises 355 Kalman Filtering for Linear Time-Delayed Continuous-Time Systems with Stochastic Multiplicative Noises

Abstract: The paper deals with the Kalman stochastic filtering problem for linear continuoustime systems with both instantaneous and time-delayed measurements. Different from the standard linear system, the system state is corrupted by multiplicative white noise, and the instantaneous measurement and the delayed measurement are also corrupted by multiplicative white noise. A new approach to the...

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...