Average Reachability of Continuous-time Markov Jump Linear Systems and the Linear Minimum Mean Square Estimator
DOI10.1137/140972974zbMath1343.93081OpenAlexW2518217777MaRDI QIDQ2818212
No author found.
Publication date: 6 September 2016
Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)
Full work available at URL: http://hdl.handle.net/11323/1286
filteringstochastic systemsMarkov jump linear systemscontinuous-time systemsreachability of stochastic systems
Filtering in stochastic control theory (93E11) Controllability (93B05) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic systems in control theory (general) (93E03) Attainable sets, reachability (93B03)
Related Items (1)
Cites Work
- Unnamed Item
- Unnamed Item
- \(\mathcal H_{\infty}\) robust and networked control of discrete-time MJLS through LMIs
- Foundations of deterministic and stochastic control
- Numerical solution for linear-quadratic control problems of Markov jump linear systems and weak detectability concept
- Stochastic controllability of linear systems with Markovian jumps
- Switched linear systems. Control and design.
- Stochastic processes and filtering theory
- Characterization of Exponential Divergence of the Kalman Filter for Time-Varying Systems
- Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
- Analysis of discrete-time Kalman filtering under incorrect noise covariances
- A Unified Approach for Stochastic and Mean Square Stability of Continuous-Time Linear Systems with Markovian Jumping Parameters and Additive Disturbances
- Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
- Stability and control for linear systems with jump Markov perturbations
- Mean Square Stabilizability of Continuous-Time Linear Systems with Partial Information on the Markovian Jumping Parameters
- Robust H 2-control for discrete-time Markovian jump linear systems
- Continuous-Time Markov Jump Linear Systems
- On the Observability and Detectability of Continuous-Time Markov Jump Linear Systems
- Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems
- Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
- A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters
- Jump linear quadratic Gaussian control in continuous time
- A New Approach to Detectability of Discrete-Time Infinite Markov Jump Linear Systems
- Mathematical Methods in Robust Control of Linear Stochastic Systems
This page was built for publication: Average Reachability of Continuous-time Markov Jump Linear Systems and the Linear Minimum Mean Square Estimator
