New approximation for the partially observed jump linear quadratic problem

DOI10.1080/00207729108910659zbMath0725.93087OpenAlexW2069359872MaRDI QIDQ5202950

M. Mariton, Chun Yang

Publication date: 1991

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

Full work available at URL: https://doi.org/10.1080/00207729108910659

zbMATH Keywords

optimal solutionJump linear quadratic problem

Mathematics Subject Classification ID

Related Items (1)

Control of a hybrid conditionally linear Gaussian process

Cites Work

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• On a partially observable LQG problem for systems with Markovian jumping parameters
• Optimal adaptive LQG control for systems with finite state process parameters
• Optimal control of jump-linear gaussian systems†
• Discrete-time markovian-jump linear quadratic optimal control
• Controllability, observability and discrete-time markovian jump linear quadratic control

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