Adaptive control of linear systems with Markov perturbations
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Publication:4396065
DOI10.1109/9.661591zbMath0919.93085MaRDI QIDQ4396065
Robert J. Elliott, François Dufour
Publication date: 26 August 1999
Published in: IEEE Transactions on Automatic Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1109/9.661591
separation principle; filtering; jump processes; Markov perturbation; stochastic adaptive control; quadratic control for jump processes
93E11: Filtering in stochastic control theory
93C05: Linear systems in control theory
93E20: Optimal stochastic control
93E35: Stochastic learning and adaptive control
93C99: Model systems in control theory
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