Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
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Publication:254541
DOI10.1016/j.automatica.2015.12.017zbMath1335.93148OpenAlexW2238434045MaRDI QIDQ254541
Danilo Zucolli Figueiredo, Oswaldo Luiz do Valle Costa
Publication date: 8 March 2016
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2015.12.017
optimal controldiscrete-time systemsRiccati equationsoptimal filteringMarkov modelsfiltering problemsstochastic jump processes
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Related Items (5)
Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems ⋮ Stochastic optimal control problems of discrete‐time Markov jump systems ⋮ Peak-to-peak fuzzy filtering of nonlinear discrete-time systems with Markov communication protocol ⋮ Optimal Control and Stabilization for Discrete-Time Markov Jump Linear Systems with Input Delay ⋮ Higher order moment stability region for Markov jump systems based on cumulant generating function
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