On a partially observable LQG problem for systems with Markovian jumping parameters
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Publication:1101406
DOI10.1016/0167-6911(88)90025-4zbMath0642.93067OpenAlexW1984860500MaRDI QIDQ1101406
Publication date: 1988
Published in: Systems \& Control Letters (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0167-6911(88)90025-4
Inference from stochastic processes and prediction (62M20) Filtering in stochastic control theory (93E11) Adaptive control/observation systems (93C40) Linear systems in control theory (93C05) Optimal stochastic control (93E20)
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