Discrete-time jump LQG problem
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Publication:4205385
DOI10.1080/00207728908910331zbMath0686.93097OpenAlexW2131387339MaRDI QIDQ4205385
Publication date: 1989
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728908910331
Discrete-time control/observation systems (93C55) Linear systems in control theory (93C05) Optimal stochastic control (93E20) Existence of optimal solutions to problems involving randomness (49J55)
Related Items (9)
Composite control of discrete singularly perturbed systems with stochastic jump parameters ⋮ Transition probability bounds for the stochastic stability robustness of continuous- and discrete-time Markovian jump linear systems ⋮ Feasible control design for plants with discrete-time Markov jump 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 class of discrete time generalized Riccati equations ⋮ Robust stability and stabilization of the family of jumping stochastic systems ⋮ Iterative algorithm to compute the maximal and stabilising solutions of a general class of discrete-time Riccati-type equations ⋮ Stochastic Optimal Tracking with Preview for Linear Discrete-Time Markovian Jump Systems (Extended Abstract)
Cites Work
- On the adaptive control of a class of systems with random parameters and disturbances
- A survey of design methods for failure detection in dynamic systems
- A two-level estimator for time varying parameters
- An approach to adaptive control using real time identification
- 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
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