A stabilizing controller for jump linear Gaussian systems with noisy state observations
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Cites work
- scientific article; zbMATH DE number 4211187 (Why is no real title available?)
- scientific article; zbMATH DE number 821283 (Why is no real title available?)
- Analytical control design in systems with random properties. III: Optimum control in linear systems. Minimum mean square error
- Control of discrete-time hybrid stochastic systems
- Dual effect, certainty equivalence, and separation in stochastic control
- Infinite horizon optimal control of linear discrete time systems with stochastic parameters
- Linear recursive state estimators under uncertain observations
- On a partially observable LQG problem for systems with Markovian jumping parameters
- On the Adaptive Control of Jump Parameter Systems via Nonlinear Filtering
- On the almost sure and mean-square exponential convergence of some stochastic observers
- On the influence of noise on jump linear systems
- Optimal adaptive LQG control for systems with finite state process parameters
- Optimal control of jump-linear gaussian systems†
- Optimal recursive estimation with uncertain observation
- Pursuing a maneuvering target which uses a random process for its control
- Stabilization of jump linear gaussian systems without mode observations
- Stabilizing control law for hybrid models
- The interacting multiple model algorithm for systems with Markovian switching coefficients
- The solution of a partially observed stochastic optimal control problem in terms of predicted miss
Cited in
(5)- Rigid cylindrical frameworks with two coincident points
- \({\mathcal H}_{\infty}\) filter for uncertain Markovian jump nonlinear systems: an LMI approach
- Robust disturbance attenuation for discrete‐time active fault tolerant control systems with uncertainties
- Stabilization of jump linear gaussian systems without mode observations
- On Stochastic Stabilization of Discrete‐Time Markovian Jump Systems with Delay in State
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