Optimal guaranteed cost for singular linear systems with random abrupt changes
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Bibliographic record
Abstract
Abstract This paper considers the class of continuous‐time singular linear Markovian jump systems with totally and partially known transition jump rates. The guaranteed cost control problem of this class of systems is tackled. New sufficient conditions for optimal guaranteed cost are developed. A design procedure for the guaranteed cost controller, which guarantees that the closed‐loop dynamics will be piecewise regular, impulse‐free and stochastically stable is proposed. It is shown that the addressed problem can be solved if the corresponding developed linear matrix inequalities (LMIs) with some constraints are feasible. A numerical example is employed to show the usefulness of the proposed results. Copyright © 2009 John Wiley & Sons, Ltd.
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Codex and Gemma teacher scores by category
| Category | Codex | Gemma |
|---|---|---|
| Metaresearch | 0.001 | 0.000 |
| Meta-epidemiology (narrow) | 0.000 | 0.000 |
| Meta-epidemiology (broad) | 0.001 | 0.000 |
| Bibliometrics | 0.000 | 0.000 |
| Science and technology studies | 0.000 | 0.000 |
| Scholarly communication | 0.000 | 0.000 |
| Open science | 0.000 | 0.000 |
| Research integrity | 0.000 | 0.000 |
| Insufficient payload (model declined to judge) | 0.000 | 0.000 |
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