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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Jump linear quadratic Gaussian problem for a class of nonhomogeneous Markov jump linear systems
scientific article; zbMATH DE number 6785535

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    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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