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H2-control and the separation principle for discrete-time jump systems with the Markov chain in a general state space

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Publication:4600018
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DOI10.1080/00207721.2017.1344331zbMath1386.93266OpenAlexW2730158805MaRDI QIDQ4600018

Oswaldo Luiz do Valle Costa, Danilo Zucolli Figueiredo

Publication date: 5 January 2018

Published in: International Journal of Systems Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00207721.2017.1344331


zbMATH Keywords

optimal controlMarkov processesoptimal filteringstochastic systems


Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic stability in control theory (93E15) Stochastic systems in control theory (general) (93E03)


Related Items (1)

Linear state estimation for Markov jump linear system with multi-channel observation delays and packet dropouts







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