Jump linear quadratic Gaussian problem for a class of nonhomogeneous Markov jump linear systems (Q5364313)
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scientific article; zbMATH DE number 6785535
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| English | Jump linear quadratic Gaussian problem for a class of nonhomogeneous Markov jump linear systems |
scientific article; zbMATH DE number 6785535 |
Statements
Jump linear quadratic Gaussian problem for a class of nonhomogeneous Markov jump linear systems (English)
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4 October 2017
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JLQG
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Markov jump linear system
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nonhomogeneous MTRM
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separation principle
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0.9137000441551208
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0.8413671851158142
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0.819037675857544
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0.819014310836792
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0.8039697408676147
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