Discrete-time coupled Riccati equations for systems with Markov switching parameters (Q1900417)
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scientific article; zbMATH DE number 811230
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Discrete-time coupled Riccati equations for systems with Markov switching parameters |
scientific article; zbMATH DE number 811230 |
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Discrete-time coupled Riccati equations for systems with Markov switching parameters (English)
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28 April 1996
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Filtering and control of discrete-time linear systems with Markov switches lead to systems of discrete-time coupled Riccati equations. Such a set of equations is studied in order to establish duality between the two problems. It is shown that a duality concept can be derived after introducing a generalized concept of detectability and stabilizability by taking into account the transition probabilities.
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filtering
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linear systems with Markov switches
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coupled Riccati equations
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duality
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0.9155461
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0.89860624
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0.8961181
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0.89139366
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0.8905897
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0.89046896
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