Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems

DOI10.1016/j.automatica.2017.05.007zbMath1373.93349OpenAlexW2623165261MaRDI QIDQ1679073

Oswaldo Luiz do Valle Costa, Danilo Zucolli Figueiredo

Publication date: 8 November 2017

Published in: Automatica (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.automatica.2017.05.007

zbMATH Keywords

discrete-time systemsRiccati equationsoptimal filteringMarkov modelsfiltering problemsstochastic jump processes

Mathematics Subject Classification ID

Related Items (1)

An iterative algorithm for coupled Riccati equations in continuous-time Markovian jump linear systems

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