A Small Random Perturbation Analysis of a Partially Observable LQG Problem for Systems with Markovian Jumping Parameters
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Publication:3971555
DOI10.1093/IMAMCI/7.4.293zbMath0744.93099OpenAlexW2035141781MaRDI QIDQ3971555
Publication date: 25 June 1992
Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imamci/7.4.293
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Stochastic versus mean square stability in continuous time linear infinite Markov jump parameter systems ⋮ Detector-based \(H_\infty\) results for discrete-time Markov jump linear systems with partial observations ⋮ Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models ⋮ Mean Square Stabilizability of Continuous-Time Linear Systems with Partial Information on the Markovian Jumping Parameters ⋮ H∞ control of continuous-time Markov jump linear systems with detector-based mode information ⋮ Lyapunov coupled equations for continuous-time infinite Markov jump linear systems ⋮ Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
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