Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems

DOI10.1080/002071702000023717zbMath1043.93066OpenAlexW2101335914MaRDI QIDQ4800331

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Publication date: 15 July 2003

Published in: International Journal of Control (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/002071702000023717

zbMATH Keywords

linear-quadratic problemRiccati equationweak observabilityMarkov jump linear systemweak detectabilitypathwise invariance

Mathematics Subject Classification ID

Discrete-time control/observation systems (93C55) Observability (93B07) Optimal stochastic control (93E20)

Related Items (10)

Stability of discrete-time positive evolution operators on ordered Banach spaces and applications ⋮ Generalized coupled algebraic Riccati equations for discrete-time Markov jump with multiplicative noise systems ⋮ A survey on hidden Markov jump systems: asynchronous control and filtering ⋮ Optimal Control and Stabilization for Discrete-Time Markov Jump Linear Systems with Input Delay ⋮ Fast array algorithm for filtering of Markovian jump linear systems ⋮ On a Detectability Concept of Discrete-Time Infinite Markov Jump Linear Systems ⋮ Exact detectability and exact observability of discrete-time linear stochastic systems with periodic coefficients ⋮ Average Reachability of Continuous-time Markov Jump Linear Systems and the Linear Minimum Mean Square Estimator ⋮ Fault detection and isolation of discrete-time Markovian jump linear systems with application to a network of multi-agent systems having imperfect communication channels ⋮ Finite-horizonℋ₂/ℋ_∞control for a class of nonlinear Markovian jump systems with probabilistic sensor failures

Cites Work

• Stability results for discrete-time linear systems with Markovian jumping parameters
• On the solution of discrete-time Markovian jump linear quadratic control problems
• Receding horizon control of jump linear systems and a macroeconomic policy problem
• Solutions for the linear-quadratic control problem of Markov jump linear systems
• Matrix computation and the theory of moments
• A convex programming approach to H2 control of discrete-time markovian jump linear systems
• Controllability, stabilizability, and continuous-time Markovian jump linear quadratic control
• Controllability, observability and discrete-time markovian jump linear quadratic control
• Stochastic stability properties of jump linear systems
• Robust H ₂-control for discrete-time Markovian jump linear systems
• Uncoupled Riccati iterations for the linear quadratic control problem of discrete-time Markov jump linear systems
• Output feedback control of Markov jump linear systems in continuous-time
• Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
• On the detectability and observability of discrete-time Markov jump linear systems

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