Optimal control for unknown discrete-time nonlinear Markov jump systems using adaptive dynamic programming

X Zhong, H He, H Zhang, Z Wang - IEEE Transactions on …, 2014‏ - ieeexplore.ieee.org
In this paper, we develop and analyze an optimal control method for a class of discrete-time
nonlinear Markov jump systems (MJSs) with unknown system dynamics. Specifically, an …

State estimation for a class of discrete nonlinear systems with randomly occurring uncertainties and distributed sensor delays

J Hu, D Chen, J Du - International Journal of General Systems, 2014‏ - Taylor & Francis
In this paper, the state estimation problem is investigated for a class of discrete nonlinear
systems with randomly occurring uncertainties and distributed sensor delays. The norm …

Adaptive neural state estimation of Markov jump systems under scheduling protocols and probabilistic deception attacks

X Gao, F Deng, H Zhang, P Zeng - IEEE Transactions on …, 2022‏ - ieeexplore.ieee.org
The neural-network (NN)-based state estimation issue of Markov jump systems (MJSs)
subject to communication protocols and deception attacks is addressed in this article. For …

State estimation for discrete-time Markov jump linear systems with time-correlated measurement noise

W Liu - Automatica, 2017‏ - Elsevier
In this paper, the state estimation problem for discrete-time Markov jump linear systems
affected by time-correlated measurement noise is considered where the time-correlated …

Bayesian state estimation for Markovian jump systems: Employing recursive steps and pseudocodes

CK Ahn, P Shi, Y Shmaliy, F Liu - IEEE systems, man, and …, 2019‏ - ieeexplore.ieee.org
In this article, we review several existing Bayesian state-estimation algorithms for Markovian
jump systems (MJSs) and illustrate their distinctive properties. Specifically, we analyze the …

A neural network based online learning and control approach for Markov jump systems

X Zhong, H He, H Zhang, Z Wang - Neurocomputing, 2015‏ - Elsevier
In this paper, we propose an optimal online control method for discrete-time nonlinear
Markov jump systems (MJSs). The Markov chain and the weighted sum technique are …

Distributed fusion estimation with square-root array implementation for Markovian jump linear systems with random parameter matrices and cross-correlated noises

Y Yang, Y Liang, Q Pan, Y Qin, F Yang - Information Sciences, 2016‏ - Elsevier
This study presents the distributed fusion estimation of discrete-time Markovian jump linear
systems with random parameter matrices and cross-correlated noises in sensor networks …

Survey of duality between linear quadratic regulation and linear estimation problems for discrete-time systems

X Song, X Yan, X Li - Advances in Difference equations, 2019‏ - Springer
The linear estimation (or optimal control) problem in the emerging area of time-delay
systems, multiplicative noise systems, and Markov jump linear systems has been taken into …

Design of FIR-Type Filtering Algorithms for Markov Jump Linear Systems

S Zhao, Y Zhu, CK Ahn, P Shi… - IEEE Transactions on …, 2023‏ - ieeexplore.ieee.org
To design a finite impulse response (FIR) filter for Markov jump linear systems (MJLSs), a
fundamental problem is to avoid constructing the extended state-space model without …

Linear minimum mean‐square estimation for discrete‐time measurement‐delay systems with multiplicative noise and Markov jump

X Song, JH Park - IET Control Theory & Applications, 2016‏ - Wiley Online Library
This study addresses the estimation problem for discrete‐time measurement‐delay systems
with multiplicative noise and Markov jump. First, the state equation is converted into two …