Discrete-time coupled Riccati equations for systems with Markov switching parameters

DOI10.1006/JMAA.1995.1294zbMath0835.93059OpenAlexW2054374686MaRDI QIDQ1900417

Oswaldo L. V. Costa

Publication date: 28 April 1996

Published in: Journal of Mathematical Analysis and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1006/jmaa.1995.1294

zbMATH Keywords

dualityfilteringcoupled Riccati equationslinear systems with Markov switches

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)

Related Items (6)

Consensus-based linear distributed filtering ⋮ Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems ⋮ On a Detectability Concept of Discrete-Time Infinite Markov Jump Linear Systems ⋮ Optimal stationary state estimation over multiple Markovian packet drop channels ⋮ On the sensitivity of the coupled continuous-time Riccati equation ⋮ Channel modeling and LQG control in the presence of random delays and packet drops

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