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

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)

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