Control of a hybrid conditionally linear Gaussian process

DOI10.1007/BF00939893zbMath0794.93097OpenAlexW1984458319MaRDI QIDQ1321204

David D. Sworder, Robert J. Elliott

Publication date: 27 April 1994

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf00939893

zbMATH Keywords

conditional Kalman filternoisily observed Markov chain

Mathematics Subject Classification ID

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)

Related Items (7)

Robust observers for neutral jumping systems with uncertain information ⋮ Asymptotic stability in the distribution of nonlinear stochastic systems with semi-Markovian switching ⋮ Hybrid adaptive control ⋮ Stochastic stability of linear systems with semi-Markovian jump parameters ⋮ Mixed \(\mathcal H_2/\mathcal H_{\infty }\) control of uncertain jumping time-delay systems ⋮ Worst case control of uncertain jumping systems with multi-state and input delay information ⋮ Lyapunov coupled equations for continuous-time infinite Markov jump linear systems

Cites Work

• Analysis of switched linear systems in the plane. I: Local behavior of trajectories and local cycle geometry
• On a partially observable LQG problem for systems with Markovian jumping parameters
• On the Adjoint Process for Optimal Control of Diffusion Processes
• New approximation for the partially observed jump linear quadratic problem
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