Multiple-model adaptive control for jump-linear stochastic systems
DOI10.1080/00207178908953454zbMath0688.93029OpenAlexW2015011091MaRDI QIDQ4207835
Keigo Watanabe, Spyros G. Tzafestas
Publication date: 1989
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207178908953454
stochastic controlsuboptimal controlMarkovian jump parametersmultiple-model adaptive controlelemental filter mechanismpseudo-Bayes algorithm
Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Stochastic systems in control theory (general) (93E03)
Related Items (1)
Cites Work
- On estimation of discrete processes under multiplicative and additive noise conditions
- Optimal stochastic control for discrete-time linear system with interrupted observations
- Adaptive control of linear stochastic systems
- Optimal control of jump-linear gaussian systems†
- Discrete-time markovian-jump linear quadratic optimal control
- Joint Estimation and Control of Jump Linear Systems With Multiplicative Noises
- Stochastic dynamic programming: Caution and probing
- Feedback control of a class of linear discrete systems with jump parameters and quadratic cost criteria †
- Application of Monte Carlo method to optimal control for linear systems under measurement noise with Markov dependent statistical property
- Adaptive estimation and stochastic control for uncertain models†
- Joint adaptive plant and measurement control of linear stochastic systems
This page was built for publication: Multiple-model adaptive control for jump-linear stochastic systems