State Distributions and Minimum Relative Entropy Noise Sequences in Uncertain Stochastic Systems: The Discrete-Time Case

Igor G. Vladimirov; Ian R. Petersen

doi:10.1137/090765614

State Distributions and Minimum Relative Entropy Noise Sequences in Uncertain Stochastic Systems: The Discrete-Time Case

SIAM Journal on Control and Optimization ◽

10.1137/090765614 ◽

2015 ◽

Vol 53 (3) ◽

pp. 1107-1153 ◽

Cited By ~ 3

Author(s):

Igor G. Vladimirov ◽

Ian R. Petersen

Keyword(s):

Relative Entropy ◽

Discrete Time ◽

Stochastic Systems ◽

Minimum Relative Entropy ◽

Discrete Time Case ◽

Noise Sequences

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Linear infinite horizon quadratic differential games for stochastic systems: Discrete-time case

2011 Chinese Control and Decision Conference (CCDC) ◽

10.1109/ccdc.2011.5968476 ◽

2011 ◽

Author(s):

Huiying Sun ◽

Liuyang Jiang

Keyword(s):

Differential Games ◽

Discrete Time ◽

Quadratic Differential ◽

Stochastic Systems ◽

Infinite Horizon ◽

Discrete Time Case

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Regional stability and stabilizability of linear stochastic systems: Discrete-time case

IEEE ICCA 2010 ◽

10.1109/icca.2010.5524076 ◽

2010 ◽

Cited By ~ 1

Author(s):

Ting Hou ◽

Weihai Zhang ◽

Bor-Sen Chen

Keyword(s):

Discrete Time ◽

Stochastic Systems ◽

Regional Stability ◽

Linear Stochastic Systems ◽

Discrete Time Case

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Minimum relative entropy state transitions in discrete time systems with statistically uncertain noise

49th IEEE Conference on Decision and Control (CDC) ◽

10.1109/cdc.2010.5717654 ◽

2010 ◽

Cited By ~ 1

Author(s):

Igor G. Vladimirov ◽

Ian R. Petersen

Keyword(s):

Relative Entropy ◽

Discrete Time ◽

State Transitions ◽

Discrete Time Systems ◽

Minimum Relative Entropy ◽

Time Systems

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Optimal interpolation for linear stochastic systems: The discrete time case

10.1109/cdc.1984.272304 ◽

1984 ◽

Author(s):

Michael Kohlmann ◽

Michele Pavon

Keyword(s):

Discrete Time ◽

Stochastic Systems ◽

Optimal Interpolation ◽

Linear Stochastic Systems ◽

Discrete Time Case

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Optimization of Stochastic Systems: Topics in Discrete-Time Systems

10.1016/s0076-5392(08)x6117-x ◽

1967 ◽

Keyword(s):

Discrete Time ◽

Stochastic Systems ◽

Discrete Time Systems ◽

Time Systems

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DECOMPOSITION OF NONLINEAR DISCRETE-TIME STOCHASTIC SYSTEMS

Acta Mathematica Scientia ◽

10.1016/s0252-9602(18)30541-1 ◽

1985 ◽

Vol 5 (4) ◽

pp. 399-413

Author(s):

Chongzhao Han

Keyword(s):

Discrete Time ◽

Stochastic Systems

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The lp Induced Norm and the Small-Gain Theorem for Discrete-time Stochastic Systems

2018 European Control Conference (ECC) ◽

10.23919/ecc.2018.8550128 ◽

2018 ◽

Cited By ~ 2

Author(s):

Yuji Nagira ◽

Yohei Hosoe ◽

Tomomichi Hagiwara

Keyword(s):

Discrete Time ◽

Stochastic Systems ◽

Small Gain Theorem ◽

Small Gain

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Fault reconstruction and resilient control for discrete-time stochastic systems

ISA Transactions ◽

10.1016/j.isatra.2021.02.007 ◽

2021 ◽

Author(s):

Xiaoxu Liu ◽

Zhiwei Gao ◽

Chi Chiu Chan

Keyword(s):

Discrete Time ◽

Stochastic Systems ◽

Resilient Control ◽

Fault Reconstruction

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pth moment $${\cal D}$$-stability/stabilization of linear discrete-time stochastic systems

Science China Information Sciences ◽

10.1007/s11432-019-2843-9 ◽

2021 ◽

Vol 65 (3) ◽

Author(s):

Huasheng Zhang ◽

Jianwei Xia ◽

Yining Zhang ◽

Hao Shen ◽

Zhen Wang

Keyword(s):

Discrete Time ◽

Stochastic Systems

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Robust H∞ observer design of linear state delayed systems with parametric uncertainty: the discrete-time case

Automatica ◽

10.1016/s0005-1098(99)00008-4 ◽

1999 ◽

Vol 35 (6) ◽

pp. 1161-1167 ◽

Cited By ~ 106

Author(s):

Zidong Wang ◽

Biao Huang ◽

H. Unbehauen

Keyword(s):

Discrete Time ◽

Parametric Uncertainty ◽

Observer Design ◽

Delayed Systems ◽

Linear State ◽

Discrete Time Case

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