Adaptive control of linear systems with Markov perturbations

DOI10.1109/9.661591zbMath0919.93085OpenAlexW2139261773MaRDI QIDQ4396065

Robert J. Elliott, François Dufour

Publication date: 26 August 1999

Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/9.661591

zbMATH Keywords

separation principlefilteringjump processesMarkov perturbationstochastic adaptive controlquadratic control for jump processes

Mathematics Subject Classification ID

Related Items (13)

Detector-based \(H_\infty\) results for discrete-time Markov jump linear systems with partial observations ⋮ H2-Filtering for discrete-time hidden Markov jump systems ⋮ Control of Continuous-Time Markov Jump Linear Systems with Partial Information ⋮ Fast Switching Detector-Based $H_2$ Control of Markov Jump Linear Systems with Multiplicative Noises ⋮ Linear minimum mean square filter for discrete-time linear systems with Markov jumps and multiplicative noises ⋮ On the continuous time-varying JLQ problem ⋮ Discussion on: ``On the continuous time-varying JLQ problem ⋮ Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises ⋮ 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 ⋮ Robust mode-independent filtering for discrete-time Markov jump linear systems with multiplicative noises ⋮ Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space ⋮ Robust linear filtering for discrete-time hybrid Markov linear systems

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