Discrete-time jump LQG problem
DOI10.1080/00207728908910331zbMATH Open0686.93097OpenAlexW2131387339MaRDI QIDQ4205385FDOQ4205385
Authors: Marcelo Dutra Fragoso 
Publication date: 1989
Published in: International Journal of Systems Science. Principles and Applications of Systems and Integration (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728908910331
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Existence of optimal solutions to problems involving randomness (49J55) Linear systems in control theory (93C05) Discrete-time control/observation systems (93C55) Optimal stochastic control (93E20)
Cites Work
- A survey of design methods for failure detection in dynamic systems
- Optimal adaptive LQG control for systems with finite state process parameters
- Discrete-time markovian-jump linear quadratic optimal control
- An actively adaptive control for linear systems with random parameters via the dual control approach
- On the adaptive control of a class of systems with random parameters and disturbances
- An approach to adaptive control using real time identification
- A two-level estimator for time varying parameters
Cited In (15)
- Feasible control design for plants with discrete-time Markov jump parameters
- Robust stability and stabilization of the family of jumping stochastic systems
- Transition probability bounds for the stochastic stability robustness of continuous- and discrete-time Markovian jump linear systems
- On a partially observable LQG problem for systems with Markovian jumping parameters
- Robust adaptive tracking for Markovian jump nonlinear systems with unknown nonlinearities
- Optimal control‐decision strategy for wireless networked control systems with structural variation and packet dropout
- A computational method for a class of jump linear quadratic systems
- Control of discrete-time hybrid stochastic systems
- A formula for the optimal cost in the general discrete-time LEQG problem
- A class of discrete time generalized Riccati equations
- Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations
- Linear quadratic optimization problems for some discrete-time stochastic linear systems
- Optimal control of jump-linear gaussian systems†
- Composite control of discrete singularly perturbed systems with stochastic jump parameters
- Stochastic Optimal Tracking with Preview for Linear Discrete-Time Markovian Jump Systems (Extended Abstract)
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