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

Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Stochastic learning and adaptive control (93E35) Model systems in control theory (93C99)

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