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In this paper, we propose a new method to measure the probabilistic robustness of stochastic jump linear system with respect to both the initial state uncertainties and the randomness in switching. Wasserstein distance which defines a metric on the manifold of probability density functions is used as tool for the performance and the stability measures. Starting with Gaussian distribution to represent...
In this paper an optimal Kalman filter design problem is studied for networked stochastic linear discrete-time systems with random measurement delays, packet dropouts and missing measurements. Any of these three uncertainties in the measurement can occur in the network in the same run. Based on a Markov chain, we develop a unified/combined model to accommodate random delay, packet dropouts and missing...
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