Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
From MaRDI portal
Publication:254541
DOI10.1016/J.AUTOMATICA.2015.12.017zbMATH Open1335.93148OpenAlexW2238434045MaRDI QIDQ254541FDOQ254541
Authors: Oswaldo Luiz do Valle Costa, Danilo Zucolli Figueiredo 
Publication date: 8 March 2016
Published in: Automatica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.automatica.2015.12.017
Recommendations
- \(\mathrm{H}_2\)-control and the separation principle for discrete-time jump systems with the Markov chain in a general state space
- \(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems
- Full information \(H_ \infty\)-control for discrete-time infinite Markov jump parameter systems
- scientific article; zbMATH DE number 2136426
- Jump Lq-Optimal Control For Discrete-Time Markovian Systems With Stochastic Inputs
Markov modelsdiscrete-time systemsfiltering problemsoptimal controloptimal filteringRiccati equationsstochastic jump processes
Filtering in stochastic control theory (93E11) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
Cites Work
- A generalized multi-period mean-variance portfolio optimization with Markov switching parameters
- On a partially observable LQG problem for systems with Markovian jumping parameters
- Detection and estimation for abruptly changing systems
- Image-enhanced multiple model tracking
- Active fault tolerant control systems. Stochastic analysis and synthesis.
- An image-based filter for discrete-time Markovian jump linear systems
- Markov jump linear systems and filtering through network transmitted measurements
- Stochastic switching systems. Analysis and design.
- Stability robustness of networked control systems with respect to packet loss
- Global solutions of a class of discrete-time backward nonlinear equations on ordered Banach spaces with applications to Riccati equations of stochastic control
- LQ Control of Discrete-Time Jump Systems With Markov Chain in a General Borel Space
- A Detector-Based Approach for the <inline-formula> <tex-math notation="TeX">$H_{2} $</tex-math></inline-formula> Control of Markov Jump Linear Systems With Partial Information
- On Stability and LQ Control of MJLS With a Markov Chain With General State Space
- Stochastic Stability of Jump Discrete-Time Linear Systems With Markov Chain in a General Borel Space
- Robust linear filtering for discrete-time hybrid Markov linear systems
- Output feedback robust control of uncertain active fault tolerant control systems via convex analysis
- Mathematical Methods in Robust Control of Discrete-Time Linear Stochastic Systems
- Title not available (Why is that?)
- Detection delays, false alarm rates and the reconfiguration of control systems
- A Small Random Perturbation Analysis of a Partially Observable LQG Problem for Systems with Markovian Jumping Parameters
- Stochastic stability analysis for continuous-time fault tolerant control systems
- Adaptive control of linear systems with Markov perturbations
- Output feedback control of Markov jump linear systems in continuous-time
- Continuous-time Markov jump linear systems.
- Title not available (Why is that?)
- Title not available (Why is that?)
- On the Adaptive Control of Jump Parameter Systems via Nonlinear Filtering
- 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
- A Separation Principle for the Continuous-Time LQ-Problem With Markovian Jump Parameters
- Finite horizon quadratic optimal control and a separation principle for Markovian jump linear systems
- Stationary filter for linear minimum mean square error estimator of discrete-time Markovian jump systems
- An H/sub /spl infin// approach to networked control
- A New Approach to Detectability of Discrete-Time Infinite Markov Jump Linear Systems
- On Exponential Almost Sure Stability of Random Jump Systems
- Optimal policy in Markov-switching rational expectations models
- \(H_2\)-control and the separation principle for discrete-time Markovian jump linear systems
- A separation principle for the \(H_{2}\)-control of continuous-time infinite Markov jump linear systems with partial observations
- Optimal monetary policy in a regime-switching economy: The response to abrupt shifts in exchange rate dynamics
Cited In (8)
- Higher order moment stability region for Markov jump systems based on cumulant generating function
- Stability and bounded real lemmas of discrete-time MJLSs with the Markov chain on a Borel space
- \(\mathrm{H}_2\)-control and the separation principle for discrete-time jump systems with the Markov chain in a general state space
- Peak-to-peak fuzzy filtering of nonlinear discrete-time systems with Markov communication protocol
- Stochastic optimal control problems of discrete‐time Markov jump systems
- Generalised discrete-time Riccati equations of optimal control for linear systems with Markovian jumps in Borel spaces
- Filtering \(\mathcal{S}\)-coupled algebraic Riccati equations for discrete-time Markov jump systems
- Optimal control and stabilization for discrete-time Markov jump linear systems with input delay
This page was built for publication: Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q254541)
