A Small Random Perturbation Analysis of a Partially Observable LQG Problem for Systems with Markovian Jumping Parameters
From MaRDI portal
Publication:3971555
DOI10.1093/IMAMCI/7.4.293zbMATH Open0744.93099OpenAlexW2035141781MaRDI QIDQ3971555FDOQ3971555
Authors: Marcelo Dutra Fragoso 
Publication date: 25 June 1992
Published in: IMA Journal of Mathematical Control and Information (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1093/imamci/7.4.293
Recommendations
Cited In (11)
- A note on an LQG regulator with Markovian switching and pathwise average cost
- Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
- On a partially observable LQG problem for systems with Markovian jumping parameters
- Dynamic output feedback control for continuous-time Markov jump linear systems with hidden Markov models
- Stochastic versus mean square stability in continuous time linear infinite Markov jump parameter systems
- Stochastic adaptive control with small observation noise
- Detector-based \(H_\infty\) results for discrete-time Markov jump linear systems with partial observations
- Lyapunov coupled equations for continuous-time infinite Markov jump linear systems
- Perturbation of multivariable linear quadratic systems with jump parameters
- H∞ control of continuous-time Markov jump linear systems with detector-based mode information
- Mean Square Stabilizability of Continuous-Time Linear Systems with Partial Information on the Markovian Jumping Parameters
This page was built for publication: A Small Random Perturbation Analysis of a Partially Observable LQG Problem for Systems with Markovian Jumping Parameters
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3971555)
