A convex programming approach to H2 control of discrete-time markovian jump linear systems
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Publication:3128981
DOI10.1080/002071797224595zbMath0951.93536OpenAlexW2134831431MaRDI QIDQ3128981
José C. Geromel, João B. R. do Val, Oswaldo L. V. Costa
Publication date: 5 May 1999
Published in: International Journal of Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/002071797224595
discrete-time linear systemsconvex programmingMarkovian jumpstransition matrix\(H_2\)-control problem
Convex programming (90C25) Optimal stochastic control (93E20) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)
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