Discrete-time jump LQG problem
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Cites work
- A survey of design methods for failure detection in dynamic systems
- A two-level estimator for time varying parameters
- An actively adaptive control for linear systems with random parameters via the dual control approach
- An approach to adaptive control using real time identification
- Discrete-time markovian-jump linear quadratic optimal control
- On the adaptive control of a class of systems with random parameters and disturbances
- Optimal adaptive LQG control for systems with finite state process parameters
Cited in
(23)- A formula for the optimal cost in the general discrete-time LEQG problem
- On a partially observable LQG problem for systems with Markovian jumping parameters
- Composite control of discrete singularly perturbed systems with stochastic jump parameters
- Feasible control design for plants with discrete-time Markov jump parameters
- A class of discrete time generalized Riccati equations
- Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations
- Linear quadratic optimization problems for some discrete-time stochastic linear systems
- Stochastic Optimal Tracking with Preview for Linear Discrete-Time Markovian Jump Systems (Extended Abstract)
- Optimal control of jump-linear gaussian systems†
- A Small Random Perturbation Analysis of a Partially Observable LQG Problem for Systems with Markovian Jumping Parameters
- Optimal control for a class of noisy linear systems with markovian jumping parameters and quadratic cost
- Control of discrete-time hybrid stochastic systems
- Jump Lq-Optimal Control For Discrete-Time Markovian Systems With Stochastic Inputs
- Robust stability and stabilization of the family of jumping stochastic systems
- A computational method for a class of jump linear quadratic systems
- Discrete-time LQ-optimal control problems for infinite Markov jump parameter systems
- Embedding adaptive JLQG into LQ martingale control with a completely observable stochastic control matrix
- scientific article; zbMATH DE number 910670 (Why is no real title available?)
- New approximation for the partially observed jump linear quadratic problem
- Jump linear quadratic Gaussian control in continuous time
- Optimal control‐decision strategy for wireless networked control systems with structural variation and packet dropout
- Transition probability bounds for the stochastic stability robustness of continuous- and discrete-time Markovian jump linear systems
- Robust adaptive tracking for Markovian jump nonlinear systems with unknown nonlinearities
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