Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems (Q4800331)
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scientific article; zbMATH DE number 1890905
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| English | Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems |
scientific article; zbMATH DE number 1890905 |
Statements
Weak detectability and the linear-quadratic control problem of discrete-time Markov jump linear systems (English)
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15 July 2003
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Markov jump linear system
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Riccati equation
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weak observability
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weak detectability
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pathwise invariance
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linear-quadratic problem
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0.8852068781852722
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0.8813057541847229
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0.869350016117096
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0.8667590618133545
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0.8384371399879456
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