A Small Random Perturbation Analysis of a Partially Observable LQG Problem for Systems with Markovian Jumping Parameters

DOI10.1093/IMAMCI/7.4.293MaRDI QIDQ3971555zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

cost functionsuboptimal controlssmall random analysis

Mathematics Subject Classification ID

Optimal stochastic control (93E20)

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Cited in

(11)

• Quadratic control with partial information for discrete-time jump systems with the Markov chain in a general Borel space
• A note on an LQG regulator with Markovian switching and pathwise average cost
• 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 adaptive control with small observation noise
• Stochastic versus mean square stability in continuous time linear infinite Markov jump parameter systems
• 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

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